定價策略Black-Scholesoptionpricingformula英文(ppt 41)

Lecture #9: Black-Scholes option pricing formula
? Brownian Motion
? The discrete-time random walk
? The continuous time limit
? Stochastic differential equations
? Geometric Brownian motion
? Ito’s Lemma
? Applications in Finance
? Estimation of ?
? Fundamental equation for derivative securities
? Risk neutral pricing
? The Black-Scholes Formula for European Options (with dividend yield q)
? Implied volatility
? Option Greeks
? Synthetic option
? Duration of an option

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