Black Scholes Formula II

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  • Опубликовано: 1 окт 2024

Комментарии • 11

  • @marxman1010
    @marxman1010 Год назад +1

    At 6:46, the equation of X(t) looks not right. The second term requires time element to calculate value, because rate is based on time. Furthermore, at 8:02, the dX(t) has a first term involved with dS(t), and the integral of right side is much more complicated.

  • @mohanishtikekar1418
    @mohanishtikekar1418 5 месяцев назад

    Awesome lecture series! Thanks a lot Sir! Would be forever grateful to you!

  • @muluegebreslasie6312
    @muluegebreslasie6312 4 года назад

    Its very interesting,I really appreciate you!
    As I am new generation joined to the Area of Financial Mathematics from pure mathematics.
    Thank you!

  • @sudheerchoudhary8959
    @sudheerchoudhary8959 7 лет назад +1

    when will you launch finance course....

    • @quistisa08
      @quistisa08 6 лет назад +4

      Should be this one: ruclips.net/channel/UCk_wDumgBSy7IAxYBdVghzw

  • @fadwabouhlal6624
    @fadwabouhlal6624 4 года назад

    thank you professor may god bless you

  • @joaodestefano1135
    @joaodestefano1135 5 лет назад

    What is the name of the book he is using ?

  • @WestonHettinger
    @WestonHettinger 5 лет назад

    What book is he peeking in?

    • @pranavsawant1439
      @pranavsawant1439 4 года назад +4

      Stochastic Calculus for Finance II: Continuous-Time Models by Steven Shreve