Derivatives
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    • Introduction
      • 1. Derivatives Contracts
    • Futures and Forwards
      • 2. Interest Rates
      • 3. Futures and Forward Contracts
      • 4. Futures and Forward Pricing
    • Option Pricing in Discrete-Time
      • 5. Characteristics of Options Markets
      • 6. Options Strategies
      • 7. Properties of European Options
      • 8. Binomial Pricing
      • 9. The Impact of Dividends
      • 10. American Options
    • Option Pricing in Continuous-Time
      • 11. Statistics Preliminaries
      • 12. Modeling Stock Prices in Continuous-Time
      • 13. The Black-Scholes Model
      • 14. Options on Indices and Currencies
        • Options on Assets Paying a Dividend Yield
        • Options on Currencies
      • 15. Options on Futures
      • 16. The Greeks
      • 17. Exotic Options

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Content 2026 by Lorenzo Naranjo

 

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