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19. Black-Scholes Formula, Risk-neutral Valuation

MIT OpenCourseWare 247,647 10 years ago
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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 More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

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