Hedge Funds
MIT-Black-Scholes Formula, Risk-neutral Valuation
paperplane
Publish date: Thu, 23 Apr 2020, 11:44 PM
https://www.youtube.com/watch?v=TnS8kI_KuJc&list=WL&index=35&t=0s
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Vasily Strela This is a lecture on risk-neutral pricing, featuring the Black-Scholes formula and risk-neutral valuation.
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