Replicating Strategies

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Pricing, Financial Modeling, Financial Risk, Financial Engineering

審閱

4.6(1,774 個評分)
  • 5 stars
    1,378 ratings
  • 4 stars
    273 ratings
  • 3 stars
    57 ratings
  • 2 stars
    21 ratings
  • 1 star
    45 ratings
NT

Jan 20, 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

KA

Nov 26, 2017

The material is clear stated, the volume and the deepness of the course is substantial, the supplements are very helpful. The spreadsheets can even use as basis for practice modelling.

從本節課中
Option Pricing in the Multi-Period Binomial Model
Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes.

教學方

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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