FINANCIAL RISK MANAGEMENT
Options: Monte Carlo & Binomial
Targeted Skill Level: Advanced
Duration: 1.75 - 2.25 hours
COURSE DESCRIPTION
Options: Monte Carlo & Binomial teaches the following:
- Overview of Monte Carlo Simulation (MCS) approach for option pricing and analysis
- Situations in which MCS is more appropriate than the standard Black-Scholes model
- Overview of Cox, Ross, and Rubenstein time-discrete counterpart to Black-Scholes, with a binomial-tree approach to option pricing
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