Live stream preview
218(b) - Risk Neutral Pricing- Dividend Paying Stock
Stochastic Calculus for Finance 2
•
31m
Derives closed form solution for European Call on dividend paying stock
Up Next in Stochastic Calculus for Finance 2
-
219 - Futures & Forwards
Futures & Forward contract on non-dividend paying assets
-
220(a) - Stochastic Differential Equa...
Stochastic Differential Equations and Markov Property
-
220(b) - Partial Differential Equatio...
Describes Feyman-Kac Theorem
1 Comment