正在加载视频...
视频加载失败
MIT published a full lecture on risk-neutral pricing and Black-Scholes equation. It covers forward contracts, options valuation, stochastic calculus, and why derivative prices depend on volatility. To all quants out there turn on Notifications, new article will be out tomorrow!
10,361 次观看 • 28 天前 •via X (Twitter)
0 条评论
暂无评论
原始帖子的评论将显示在这里
