18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Lecture Notes

lec12.pdf

Description:

Includes topics: Dynamic hedging, binomial tree, continuum limit, and risk-neutral valuation.

Resource Type:
Lecture Notes
pdf
122 kB
lec12.pdf
Download File

Course Info

Instructor
Departments
As Taught In
Fall 2006
Level
Graduate
Topics
Learning Resource Types
Exams with Solutions
Lecture Notes
Problem Sets
Problem Set Solutions
Download Course
MIT Open Learning
Over 2,500 courses & materials
Freely sharing knowledge with learners and educators around the world. Learn more
© 2001–2025 Massachusetts Institute of Technology
Accessibility
Creative Commons License
Terms and Conditions
Proud member of:
© 2001–2025 Massachusetts Institute of Technology