The Binomial ModelCovers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Options in Corporate FinanceIntroduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Introduction to DerivativesCovers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Introduction to DerivativesIntroduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
ARCH and GARCH ModelsExplores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.