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Derivatives pricing and the Greeks· 2 of 4
  1. 01Options and put-call parity
  2. 02The Black-Scholes-Merton model
  3. 03Analytical Greeks and sensitivity risk
  4. 04Binomial trees and American options

Derivatives pricing and the Greeks

The Black-Scholes-Merton model

Price European call and put options using the continuous Black-Scholes-Merton closed-form formula.

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This one opens once you have finished Statistical arbitrage and factor models.

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