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Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Introduces derivatives, their value dependencies, historical evolution, and forward contract payoff structures.
Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Explores the rise of share-holder activism, its impact on market performance, and the challenges faced by arbitrageurs in correcting mispricings.
Covers Wirtinger derivatives in complex variables, discussing their definition, application, and properties as independent variables.
Covers financial economics basics, including time value of money, risk/return tradeoff, and capital structure, preparing students for real-world financial decision-making.
Covers four finite difference formulas for approximating derivatives, including progressive, retrograde, and centered formulas.
