18 - DERIVATIVES PRICING & VOLATILITY

À propos de ce module

<p style="text-align: left;">Ce module est bientôt disponible.</p>

Sommaire

1. 1

   Pricing Formula Part 1

   • 1- Financial portfolio
   • 2- NAO
   • 3- Complete market
   • 4- Fair pricing formula
   • 5- Binomial Model
2. 2

   Pricing Formula Part 2

   • 1- Risk neutral probability
   • 2- Girsanov theorem
   • 3- Risk neutral proba under Black Scholes
   • 4- Call formula
3. 3

   Dupire Formula & Volatility Calibration

   • 1- Implied Volatility
   • 2- Local Volatility
   • 3- Dupire formula
4. 4

   Volatility Modelling

   • 1- Implied Volatility
   • 2- Volatility Skew
   • 3- Volatility models
   • 4- Application