Pricing Forwards and Futures in the Binomial Model

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Compétences que vous apprendrez

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Avis

4.6 (2,139 évaluations)
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    15.94%
  • 3 stars
    3.55%
  • 2 stars
    1.44%
  • 1 star
    3.08%
EG

Aug 11, 2015

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.

AZ

Jul 18, 2020

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

À partir de la leçon
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.

Enseigné par

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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