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Business Quantitative-finance

Quantitative Finance } 003 } Black-Scholes Model }

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

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Business Corporate Finance

Corporate Finance } 011 } Risk management, options, futures }

This lecture discusses risk management in brief, various tools available for hedging risk, derivative instruments, how options can help towards hedging commodities risks, futures and forward contracts, how interest rate swaps work, overview of currency swaps, hedge ratio and about how to setup a hedge. Please [ ►Subscribe ] { Leprofesseur } on YouTube. We […]

 5,797 total views,  4 views today

Categories
Business Corporate Finance

Corporate Finance } 009 } Options }

This lecture discusses basic concepts about options, options valuations, call and put options, American and European options, and some trading strategies for options. Do not forget to [ ►Subscribe ] { Leprofesseur } on YouTube. Sincerely, H.  7,111 total views

 7,111 total views