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Exam MFE/IFM MUST KNOW | Black-Scholes Option Pricing Derivation (Part #2) 

Mancinelli's Math Lab
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23 окт 2024

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Комментарии : 10   
@kylieseverson7955
@kylieseverson7955 6 лет назад
Love your videos! Wish you had more for exam IFM, have you sat for it (or MFE)?
@juanmanuelferreyramaspero9479
@juanmanuelferreyramaspero9479 6 лет назад
Man, Thanks for the video... I have a midterm next monday and it is really helpful! One quick question, why didn't you replace the 1/x and the 1/v at the minute 5:30, I couln't undestand how did you "eliminate" them.
@chandnimohammad9260
@chandnimohammad9260 5 лет назад
Did you get how he eliminated them?
@nutellanutella
@nutellanutella 5 лет назад
​@@chandnimohammad9260 He didn't show the step of finding du. In order to get du, you have to take the derivative of u with respect to x. So if u = (ln(x)-µ)/v then du = dx/(xv). Then we can replace dx/(xv) with du when we rewrite the integral in terms of u. Hope this helps :)
@332birdman
@332birdman 6 лет назад
just a heads up, at 16:40, you define d2 rather than d1 :)
@mancinellismathlab7451
@mancinellismathlab7451 6 лет назад
332birdman Is know, realized that after I created it :/
@332birdman
@332birdman 6 лет назад
Mancinelli's Math Lab gotcha, great videos though! That's a long proof to chug through! I'm also taking the last sitting of MFE here in a week or so, best of luck to both of us!
@mancinellismathlab7451
@mancinellismathlab7451 6 лет назад
332birdman thanks, good luck to you too!
@mcwhertortk
@mcwhertortk 5 лет назад
How’s the whole actuary life going?
@mancinellismathlab7451
@mancinellismathlab7451 5 лет назад
Tk Mcwhertor going great, I love it! Really busy though, working full time while studying for exams. Definitely pays off though, well worth the effort!
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