Black-Scholes Formula: Risk-neutral Pricing and Option Pricing

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Forward Measures: Interest Rate Models

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

Swaptions: Interest Rate Models

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Delta Hedging and the Greeks

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Asset Pricing: Fundamental Theorems

Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.

American Options: Pricing and Strategies

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

Introduction to Finance: Options in Corporate Finance

Introduces options in corporate finance, covering markets, terminology, and graphical representations.

Introduction to Derivatives

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Stochastic Simulation: Variance Reduction Techniques

Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.