Perfiliev Financial Training
チャンネル登録者数 1.89万人
7.1万 回視聴 ・ 2108いいね ・ 2021/09/14
🔥 Mastering Financial Markets: The Ultimate Beginner's Course: 🔥
From Zero to One in Global Markets and Macro Investing
A new self-paced online course that explores how financial markets work through stories, examples, charts and infographics, giving you enough context to make sure "it clicks."
🚀 Check it out 👉 courses.perfiliev.com/p/mastering-financial-market…
▪️ Follow me on Twitter: twitter.com/perfiliev
▪️ Follow me on LinkedIn: www.linkedin.com/in/sergei-perfiliev/
▪️ Subscribe to the Channel: / @perfilievfinancialtraining
In this video, we are going to derive the Black-Scholes formula via a delta-hedging argument. We'll construct a portfolio consisting of one option and some underlying shares and try to make the portfolio risk-free by eliminating the option's risk.
In the video, I'm using such concepts as the lognormal random walk, Ito's lemma and stochastic calculus.
If you have any questions or suggestions, feel free to let me know. Thank you for watch
コメント
関連動画
10:24
Introduction to the Black-Scholes formula | Finance & Capital Markets | Khan Academy
1,011,172 回視聴 - 11 年前
![La formule qui a radicalement transformé la finance mondiale [Black-Scholes]](/wkt/back/vi/XE7FKLfZzBA/mqdefault.jpg)
26:08
La formule qui a radicalement transformé la finance mondiale [Black-Scholes]
677,818 回視聴 - 1 年前
4:53:03
🍃綺麗な空を見ながら一緒に勉強しませんか / ５時間 / 落ち着くピアノ曲🎹 / ポモドーロ法(50+10)🍅 / Study with me / 勉強動画 / タイマーとアラームあり【作業用】
6,499,463 回視聴 - 2 年前
1:30:19
Black Scholes model (BSM) and Merton Model Explained! Specially used by traders.
29,185 回視聴 - 3 年前
使用したサーバー: wakameme
コメントを取得中...
関連動画
Introduction to the Black-Scholes formula | Finance & Capital Markets | Khan Academy
101万 回視聴
La formule qui a radicalement transformé la finance mondiale [Black-Scholes]
67万 回視聴
🍃綺麗な空を見ながら一緒に勉強しませんか / ５時間 / 落ち着くピアノ曲🎹 / ポモドーロ法(50+10)🍅 / Study with me / 勉強動画 / タイマーとアラームあり【作業用】
649万 回視聴
QUANT FINANCE 1 - Why We Never Use the Black Scholes Equation, 1
11万 回視聴
コメントを取得中...