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.
Continuous Random VariablesExplores continuous random variables, density functions, joint variables, independence, and conditional densities.
Continuous Random VariablesCovers continuous random variables, probability density functions, and distributions, with practical examples.
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.
Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Probability and StatisticsCovers p-quantile, normal approximation, joint distributions, and exponential families in probability and statistics.