An Example: Pricing a European Put on a Futures Contract

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Skills You'll Learn

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reviews

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KA

Nov 26, 2017

The material is clear stated, the volume and the deepness of the course is substantial, the supplements are very helpful. The spreadsheets can even use as basis for practice modelling.

SM

Nov 03, 2016

Excellent course and learnt a lot of details. It really gives me lot of confidence and motivation to do more courses and I have already started Part 2. Can't wait for it complete.

From the lesson
Option Pricing in the Multi-Period Binomial Model
Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes.

Taught By

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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