Financial Engineering Online Course
Financial Engineering Online Course
03:08 Minutes184 Views
Welcome to Financial Engineering
3.1.1 Stochastic Differential Equations - Part 1
3.1.2 Stochastic Differential Equations - Part 2
3.2.1 Diagrams
3.2.2 Hetching
3.2.3 Diagrams - Part 2
3.2.4 Diagrams - Part 3
3.3.1 Theory of Arbitrage Free Markets
3.3.2 Fundamentals of Probability Theory
3.3.3 Fundamentals of Probability Theory - Part 2
3.4.1 Motivation of Stochastics
3.4.2 Definition of Stochastic Processes
3.4.3 Martingale Process
3.4.4 Stochastic Process and Stochastic Integration
3.5.1 Introduction to Option Pricing
3.6.0 Shortcut - Black-Scholes Equations
3.6.1 Introduction to Black-Scholes Model
3.6.2 Solution of Geometric Brownian Motion (SDE) in Black-Scholes Model
3.6.3 Alternative Stochastic Processes (SDES) in Black-Scholes Model
3.6.4 Derivation of Black-Scholes Equation
3.6.5 Solution of Black-Scholes Equation
3.7.1 Greek Letters, implied Volatility and Exotic Options
3.7.2 Hetching with Greek Letters
3.7.3 Implied Volatility and Vola Smile
3.7.4 Examples: Option Calculators
3.7.5 Introducing to Exotic Options
3.8.1 Mathematical proof of Black-Scholes Theory
