Slides

These are the slide decks for the derivatives topics. Each deck accompanies the corresponding chapter of the class notes and opens in a new tab.

Introduction

Topic	Slides
Financial Derivatives	Slides

Futures and Forwards

Topic	Slides
Interest Rates	Slides
Forward and Futures Markets	Slides
Forward and Futures Prices	Slides

Options

Topic	Slides
Options Markets	Slides
Options Strategies	Slides
Options Spreads	Slides
Properties of European Options	Slides
The Impact of Dividends	Slides

Option Pricing in Discrete Time

Topic	Slides
Binomial Pricing	Slides
Multiple Periods	Slides
American Options	Slides

Option Pricing in Continuous Time

Topic	Slides
The Lognormal Distribution	Slides
Modeling Stock Prices in Continuous-Time	Slides
The Black-Scholes Model	Slides
Options on Assets Paying a Dividend Yield	Slides
Options on Futures	Slides
The Greeks	Slides
Exotic Options	Slides

Printing the Slides

To print a deck as a PDF document:

• Open the presentation and press e
• Open the in-browser print dialog (CTRL/CMD+P).
• Change the Destination setting to Save as PDF.
• Change the Layout to Landscape.
• Change the Margins to None.
• Enable the Background graphics option.
• Click Save.