Introduction to DerivativesIntroduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
The Binomial ModelCovers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Records and VariantsIntroduces records, variants, evaluation rules, typing rules, aliasing challenges, and benefits in programming languages.
Asset Pricing: Fundamental TheoremsCovers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.
Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
