Introduction to the Black-Scholes-Merton model and other mathematical models for pricing financial derivatives and hedging risk in financial markets.
- Option pricing and risk-hedging methods in the binomial tree and Black-Scholes-Merton models
- Ability to price options and other financial derivatives in models beyond Black-Scholes-Merton
- Present interest rate models and the pricing of interest rate derivatives
- Evaluate the economics and mathematics behind the financial models presented
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