Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.
Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
