Concept

Nassim Nicholas Taleb

Related lectures (5)

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

Explores financial applications of blockchains, focusing on YouHodler's benefits for non-tech-savvy users and challenges in the crypto space.

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.