Date | 2018-10-10 |
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Speaker | 최건호 |

Dept. | KAIST |

Room | 27-325 |

Time | 16:30-17:30 |

We investigate the fundamental concepts such as delta hedging and Girsanov’s theorem in option pricing methods including binomial tree model, partial differential equation approach, and the martingale method, emphasizing rigorous theoretical foundation for binomial tree model based on the asymptotic martingale theory.

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