Artwork

Content provided by Gresham College. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Gresham College or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
Player FM - Podcast App
Go offline with the Player FM app!

Option Pricing Theory Explained - Raghavendra Rau

1:06:42
 
Share
 

Manage episode 407568951 series 3428921
Content provided by Gresham College. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Gresham College or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

We often change our minds after we decide to do something.
In finance and business though, if you think you might like to change your mind you will have to pay your counterparty so that your right to change your mind is agreed in advance.

But how much is the right to change your mind worth?
Option pricing is the art of determining the value of this right.

This lecture was recorded by Raghavendra Rau on 26th February 2024 at Barnard's Inn Hall, London
The transcript and downloadable versions of the lecture are available from the Gresham College website:
https://www.gresham.ac.uk/watch-now/option-pricing
Gresham College has offered free public lectures for over 400 years, thanks to the generosity of our supporters. There are currently over 2,500 lectures free to access. We believe that everyone should have the opportunity to learn from some of the greatest minds. To support Gresham's mission, please consider making a donation: https://gresham.ac.uk/support/
Website: https://gresham.ac.uk
Twitter: https://twitter.com/greshamcollege
Facebook: https://facebook.com/greshamcollege
Instagram: https://instagram.com/greshamcollege

Support the Show.

  continue reading

2818 episodes

Artwork
iconShare
 
Manage episode 407568951 series 3428921
Content provided by Gresham College. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Gresham College or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

We often change our minds after we decide to do something.
In finance and business though, if you think you might like to change your mind you will have to pay your counterparty so that your right to change your mind is agreed in advance.

But how much is the right to change your mind worth?
Option pricing is the art of determining the value of this right.

This lecture was recorded by Raghavendra Rau on 26th February 2024 at Barnard's Inn Hall, London
The transcript and downloadable versions of the lecture are available from the Gresham College website:
https://www.gresham.ac.uk/watch-now/option-pricing
Gresham College has offered free public lectures for over 400 years, thanks to the generosity of our supporters. There are currently over 2,500 lectures free to access. We believe that everyone should have the opportunity to learn from some of the greatest minds. To support Gresham's mission, please consider making a donation: https://gresham.ac.uk/support/
Website: https://gresham.ac.uk
Twitter: https://twitter.com/greshamcollege
Facebook: https://facebook.com/greshamcollege
Instagram: https://instagram.com/greshamcollege

Support the Show.

  continue reading

2818 episodes

All episodes

×
 
Loading …

Welcome to Player FM!

Player FM is scanning the web for high-quality podcasts for you to enjoy right now. It's the best podcast app and works on Android, iPhone, and the web. Signup to sync subscriptions across devices.

 

Quick Reference Guide