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213(b) - Black Scholes Equation - Greeks
Stochastic Calculus for Finance 2 • 35m
Describes greeks of an option and put call parity
Up Next in Stochastic Calculus for Finance 2
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214 - Multivariate Stochastic Calculus
Stochastic Processes driven by 2 or more Brownian Motion
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215(a) - Girsanov's Theorem
Change of measure and Girsanov's Theorem
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215(b) - Black Scholes using Risk Neu...
Derives Black Scholes formula for a European Call option
