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Topic · option pricing

option pricing

The 10 most recent episodes and tracks on this topic.

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  1. Computational Finance: Lecture 14/14 (Summary of the Course)Computational Finance CourseNotes
  2. Computational Finance: Lecture 13/14 (Exotic Derivatives)Computational Finance CourseNotes
  3. Computational Finance: Lecture 12/14 (Forward Start Options and Model of Bates)Computational Finance CourseNotes
  4. Computational Finance: Lecture 11/14 (Hedging and Monte Carlo Greeks)Computational Finance CourseNotes
  5. Computational Finance: Lecture 10/14 (Monte Carlo Simulation of the Heston Model)Computational Finance CourseNotes
  6. Computational Finance: Lecture 9/14 (Monte Carlo Simulation)Computational Finance CourseNotes
  7. Computational Finance: Lecture 8/14 (Fourier Transformation for Option Pricing)Computational Finance CourseNotes
  8. Computational Finance: Lecture 7/14 (Stochastic Volatility Models)Computational Finance CourseNotes
  9. Computational Finance: Lecture 6/14 (Affine Jump Diffusion Processes)Computational Finance CourseNotes
  10. Computational Finance: Lecture 5/14 (Jump Processes)Computational Finance CourseNotes