Introduction to Derivatives

Related lectures (32)

Page 3 of 4

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Explores the definition and derivability of functions in differential calculus, emphasizing differentiability at specific points.

Explores degree of freedom analysis, redundancy, and data reconciliation in process modeling and optimization.

Explores the definition and properties of derivatives, including slopes of tangent lines and differentiability conditions.

Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.

Explores the link between exchange rates and asset returns, including nominal and real rates, equilibrium exchange rate, and FX options.

Explains partial derivatives, Hessienne matrix, and their properties.

Covers properties of logarithms, power functions, and their derivatives, with examples illustrating key concepts.

Explores partial derivatives and derivability of functions, emphasizing geometric interpretations and avoiding common pitfalls.

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