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221(c) - Exotics- Barrier Option (Part 1)
Stochastic Calculus for Finance 2
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1h 1m
Computes closed form solution for up & out call option
Up Next in Stochastic Calculus for Finance 2
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221(d) - Exotics- Barrier Option (Par...
Derives differential equation for up and out call
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221(e) - Exotics- Lookback Option (Pa...
Derives PDE for a lookback option
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221(f) - Exotics- Lookback Option (Pa...
Derives formula for Lookback Option
