Lectures related to Finite difference methods for option pricing

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

Covers the mechanics of series springs and the forces exerted by them.

Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Covers the concept of multiperiod binomial pricing and the Black-Scholes formula.