Mathematical Finance L 10-2: Pricing of European contingent claims in the Cox-Ross-Rubinstein model
Mathe Mannheim
0:00 / 0:00
Mathematical Finance L 10-2: Pricing of European contingent claims in the Cox-Ross-Rubinstein model
354 просмотра · 4 г. назад
Mathe Mannheim
2,78 тыс. подписчиков
354 просмотра · 4 г. назад
Content of the lecture: Description of the discounted value process in the Cox-Ross-Rubinstein model, Delta-hedging strategy, arbitrage-free price of European call and put options
