Options in Corporate FinanceIntroduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Introduction to DerivativesCovers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
The Binomial ModelCovers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Introduction to DerivativesIntroduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Asset Pricing: Fundamental TheoremsCovers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.