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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)”  4,719 total […]

 4,719 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 […]

 5,496 total views

Categories
Business Quantitative-finance

Quantitative Finance } 002 } Value-at-Risk (VaR) }

This lecture discusses Value-at-Risk (VaR) concept further with a discussion about how we can calculate VaR for single asset, portfolio of assets, and derivative instruments with a discussion as how we can use VaR for performance measurements. Do not forget to [ ►Subscribe ] { Leprofesseur } channel on YouTube. Sincerely, H.  6,431 total views

 6,431 total views

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.  6,750 total views

 6,750 total views