'Risk neutral world' presentation slideshows

Binomial Models

Binomial Models. Dr. San-Lin Chung Department of Finance National Taiwan University. In this lecture, I will cover the following topics: 1. Brief Review of Binomial Model 2. Extensions of the binomial models in the literature 3. Fast and accurate binomial option models

1.58k views • 111 slides

Martingales and Measures Chapter 21

470 views • 36 slides

Derivatives Inside Black Scholes

474 views • 29 slides

Multi-asset options

Multi-asset options. Pricing model. Ito lemma. Continuous dividend case. American style. Exchange option. similarity reduction. Reduced model. Closed form solution. Other examples. Options on many underlying. Ito Lemma. Quanto options. Binomial model.

412 views • 25 slides