Hellow guys, Welcome to my website, and you are watching The Easiest Way to Derive the Black-Scholes Model. and this vIdeo is uploaded by Perfiliev Financial Training at 2021-09-14T10:23:12-07:00. We are pramote this video only for entertainment and educational perpose only. So, I hop you like our website.
| Name | The Easiest Way to Derive the Black-Scholes Model |
| Video Uploader | Video From Perfiliev Financial Training |
| Upload Date | This Video Uploaded At 14-09-2021 17:23:12 |
| Video Discription | 🔥 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." Get a 42% off with a special YouTube offer! Use the discount code "YOUTUBE" at the checkout. 🚀 Check it out 👉 https://courses.perfiliev.com/p/mastering-financial-markets?coupon_code=YOUTUBE ▪️ Follow me on Twitter: https://twitter.com/perfiliev ▪️ Follow me on LinkedIn: https://www.linkedin.com/in/sergei-perfiliev/ ▪️ Subscribe to the Channel: https://www.youtube.com/@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 watching! |
| Category | Education |
| Tags | black-scholes | black scholes model | options | quantitative finance | stochastic calculus | ito's lemma | brownian motion |
