This lecture discusses Black-Scholes option pricing model. Black options pricing equation is discussed with variants for commodity pricing, futures, and options on futures. Do not forget to like and [ ►Subscribe ] Leprofesseur } on YouTube. ERRATA: zahid commented: “i think that the dynamic of the price is dSt=\mu St dt+\sigma S dBt (3)” 5,065 total […]
5,065 total views