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Lecture 36 of 41Risk-Neutral Pricing in Continuous-Time-II

Lec 36: BSM Model with Dividend-Paying Stocks

Prof. N. Selvaraju and Prof. Siddhartha Pratim Chakrabarty · IIT Guwahati

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Mathematical Finance, IIT Guwahati (at NPTEL)
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CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
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All the lectures

  1. Lecture 1: Introduction to Financial Markets and Bonds Video
  2. Lecture 2: Introduction to Stocks, Futures & Forwards and Swaps Video
  3. Lecture 3: Introduction to Options Video
  4. Lecture 1: Interest Rates and Present Value Video
  5. Lecture 2: Present & Future Values, Annuities, Amortization and Bond Yield Video
  6. Lecture 3: Price Yield Curve and Term Structure of Interest Rates Video
  7. Lecture 7: Markowitz Theory, Return & Risk and Two Asset Portfolio Video
  8. Lecture 8: Minimum Variance Portfolio and Feasible Set Video
  9. Lecture 9: Multi Asset Portfolio, Minimum Variance Portfolio, Efficient Frontier and Minimum Variance Line Video
  10. Lecture 10: Minimum Variance Line (Continued), Market Portfolio Video
  11. Lecture 11: Capital Market Line, Capital Asset Pricing Model Video
  12. Lecture 12: Performance Analysis Video
  13. Lecture 13: No-Arbitrage Principle and Pricing of Forward Contracts Video
  14. Lecture 14: Futures, Options and Put-Call-Parity Video
  15. Lecture 15: Bounds on Options Video
  16. Lecture 16: Derivative Pricing in a Single Period Binomial Model Video
  17. Lecture 17: Derivative Pricing in Multiperiod Binomial Model Video
  18. Lecture 18: Derivative Pricing in Binomial Model and Path Dependent Options Video
  19. Lec 19: Discrete Probability Spaces Video
  20. Lec 20: Filtrations and Conditional Expectations Video
  21. Lec 21: Properties of Conditional Expectations Video
  22. Lecture 22: Examples of Conditional Expectations, Martingales Video
  23. Lecture 23: Risk-Neutral Pricing of European Derivatives in Binomial Model Video
  24. Lecture 24: Actual and Risk-Neutral Probabilities, Markov Process, American Options Video
  25. Lecture 25: General Probability Spaces, Expectations, Change of Measure Video
  26. Lecture 26: Filtrations, Independence, Conditional Expectations Video
  27. Lecture 27: Brownian Motion and its Properties Video
  28. Lecture 28: Itô Integral and its Properties Video
  29. Lecture 29: Itô Formula, Itô Processes Video
  30. Lecture 30: Multivariable Stochastic Calculus, Stochastic Differential Equations Video
  31. Lec 31: Black-Scholes-Merton (BSM) Model, BSM Equation, BSM Formula Video
  32. Lec 32: Greeks, Put-Call Parity, Change of Measure Video
  33. Lec 33: Girsanov Theorem, Risk-Neutral Pricing of Derivatives, BSM Formula Video
  34. Lec 34: MRT and Hedging, Multidimensional Girsanov and MRT Video
  35. Lec 35: Multidimensional BSM Model, Fundamental Theorems of Asset Pricing Video
  36. Lec 36: BSM Model with Dividend-Paying Stocks Video
  37. Live Session 07-10-2020 Video
  38. Live Session 29-10-2020 Video
  39. Live Session 17-11-2020 Video
  40. Live Session 05-11-2019 Video
  41. Live Session 30-08-2019 Video