An Example: Pricing a European Put on a Futures Contract

Loading...
シラバスを表示

学習するスキル

Pricing, Financial Modeling, Financial Risk, Financial Engineering

レビュー

4.6 (2,178 件の評価)
  • 5 stars
    75.98%
  • 4 stars
    15.93%
  • 3 stars
    3.53%
  • 2 stars
    1.46%
  • 1 star
    3.07%
AZ
2020年7月17日

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

EG
2015年8月10日

The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

レッスンから
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.

講師

  • Placeholder

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Placeholder

    Garud Iyengar

    Professor

コース一覧で検討

サインアップは無料です。今すぐサインアップして、パーソナライズされたお勧め、更新、サービスを利用しましょう。