18.S096 | Fall 2013 | Undergraduate

Topics in Mathematics with Applications in Finance

Video Lectures

Lecture 19: Black-Scholes Formula, Risk-neutral Valuation

Description: This is a lecture on risk-neutral pricing, featuring the Black-Scholes formula and risk-neutral valuation.

Instructor: Dr. Vasily Strela

Course Info

As Taught In
Fall 2013
Learning Resource Types
Lecture Videos
Lecture Notes
Problem Sets
Instructor Insights