The Black-Scholes Model

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Skills You'll Learn

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reviews

4.6 (2,151 ratings)
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  • 3 stars
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  • 2 stars
    1.44%
  • 1 star
    3.06%
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

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.

From the lesson
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.

Taught By

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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