The Black–Scholes Model
黑-舒尔斯模型模型
In this lecture.
在这堂讲座。 . .
the assumptions that go into the Black–Scholes model
进入Black–Scholes模型的假设。
foundations of options theory: delta hedging and no arbitrage
期权理论的基础:对冲和无套利
the Black–Scholes partial differential equation
Black–Scholes偏微分方程
the Black–Scholes formulæ for calls, puts and simple digitals
calls,puts和简单数字的Black–Scholes公式
the meaning and importance of the ‘greeks,’ delta, gamma, theta, vega and rho
‘希腊字母’delta,gamma, theta,vega和rho的意义和重要性
Certificate in Quantitative Finance
证书在量化金融