Including Dividends

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Habilidades que você aprenderá

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Avaliações

4.6 (2,233 classificações)
  • 5 stars
    76.08%
  • 4 stars
    15.85%
  • 3 stars
    3.58%
  • 2 stars
    1.43%
  • 1 star
    3.04%
AZ
17 de Jul de 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

NT
19 de Jan de 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

Na lição
Option Pricing in the Multi-Period Binomial Model
Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes.

Ministrado por

  • Placeholder

    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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