Live stream preview
221(e) - Exotics- Lookback Option (Part 1)
Stochastic Calculus for Finance 2
•
36m
Derives PDE for a lookback option
Up Next in Stochastic Calculus for Finance 2
-
221(f) - Exotics- Lookback Option (Pa...
Derives formula for Lookback Option
-
221(g) - Exotics- Asian Options (Part 1)
Derives PDE for asian options
-
221(h) - Exotics- Asian Options (Part 2)
Derives PDE for asian options using change of numeraire
