Introduction to Finite Difference Methods for Option Pricing скачать в хорошем качестве

Introduction to Finite Difference Methods for Option Pricing

★★ Save 10% on All Quant Next Courses with the Coupon Code: QuantNextYoutube10 ★★ ★★ For students and graduates, we offer a 50% discount on all courses, please contact us if you are interested ★★ ★★ Visit us: https://quant-next.com/product/option... ★★ ★★ Contact us: contact@quant-next.com ★★ ★★ Follow us:   / quant-next   ★★ In this video I will introduce the finite difference methods for the pricing of options. 0:00 Introduction 0:11 Finite Difference Methods 1:09 2-Dimensional Grid 2:06 Finite Difference Approximations of the Greeks 1:21 Finite Difference Approximations of the Black-Scholes PDE 3:54 Terminal Conditions 4:10 Boundary Conditions 5:09 Explicit Method 5:23 Implicit Method 5:34 Crank-Nicolson Method #optionpricing, #quantitativefinance, #financeeducation, #derivatives, #quant, #quantnext, #finitedifferences