Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Introduction to DerivativesCovers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Asset Pricing: Fundamental TheoremsCovers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.