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20. Option Price and Probability Duality MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Stephen Blythe ...

21. Stochastic Differential Equations

Introduction to Options Pricing

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19. Black-Scholes Formula, Risk-neutral Valuation

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24. HJM Model for Interest Rates and Credit

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5. Stochastic Processes I

Black-Scholes Option Pricing Model -- Intro and Call Example

Boundary Conditions on Options

Ito's Lemma

Ses 11: Options II

7. Value At Risk (VAR) Models

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13. Commodity Models

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16. Portfolio Management

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17. Stochastic Processes II

FRM: Risk neutral valuation in option pricing model

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