定价策略Black-Scholesoptionpricingformula英文(ppt 41)

Lecture #9: Black-Scholes option pricing formula
•        Brownian Motion
•        The discrete-time random walk
•        The continuous time limit
•        Stochastic differential equations
•        Geometric Brownian motion
•        Ito’s Lemma
•        Applications in Finance
•        Estimation of 
•        Fundamental equation for derivative securities
•        Risk neutral pricing
•   The Black-Scholes Formula for European Options (with dividend yield q)                              
•        Implied volatility
•        Option Greeks
•        Synthetic option
•        Duration of an option