Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Options in Corporate FinanceIntroduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Arbitrage in Multiperiod ModelsExplores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Risk-neutral ValuationExplores risk-neutral valuation for European derivatives, EMMs, trading strategies, and market securities in financial modeling.
The Binomial ModelCovers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
