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Derivative Pricing – Advanced – Online Course
The course begins with a review of pricing using the traditional binomial tree method and then moves on to present how these instruments may be priced using the efficient Binomial tree approach. The Monte Carlo simulation approach is used to prices vanilla and exotic options and convergence and variance reduction techniques are presented for improving the accuracy and time to convergence of the results.
$99 In stock
Course Type:Online including video
Video Length:66 minutes