Live stream preview
106 (f) - Dynamic Replication in N-Period Binomial Model
Stochastic Calculus for Finance 1
•
35m
Describes how to create a replicating portfolio in N-Period Binomial Model
Up Next in Stochastic Calculus for Finance 1
-
107 - Risk Neutral Measure and No Arb...
Describes how to guarantee no arbitrage in a binomial model
-
108 - Cash Flow Valuation
Describes how to value multiple cash flows in a binomial model.
-
109 (a) - Change of Measure- Radon Ni...
Describes change of measure using Radon Nikodym Derivative
1 Comment