The Pricing of Options and Corporate Liabilities
BeginnerAny horizonTheoryTestable with your data
Price an option by dynamically hedging it. Know its assumptions so you know exactly where real markets break them.
At a glance
- Level
- Beginner: No prior microstructure or stochastic calculus needed
- Horizon
- Any horizon
- Data needed
- None to read it; no dataset required Set what data you have
- Themes
- Options & volatility
- Assets
- Options
- Market
- Global