19. Black-Scholes Formula, Risk-neutral Valuation

Описание к видео 19. Black-Scholes Formula, Risk-neutral Valuation

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.

License: Creative Commons BY-NC-SA
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