Option Pricing
About the Lecture
The lecture Option Pricing by Edu Pristine is from the course ARCHIV Finance Theory. It contains the following chapters:
- Introduction and notations
- Factors influencing option price
- Lower and Upper Bounds for Options
- A Call Option
- Generalization
- Example
- Black Scholes - Assumptions
- Black Scholes - Put Call Parity
- Delta, Gamma, Theta, Vega and Rho
- Implied Volatilities
- Questions
Author of lecture Option Pricing
Edu Pristine
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