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Options, Futures and Derivatives Securities

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
15. Options on Futures
16. The Greeks
17. Exotic Options

Appendix

18. Notation
19. Slides
20. Mathematics Review
21. Differential Equations in Finance

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By Lorenzo Naranjo

© Copyright 2021, Lorenzo Naranjo.

Last updated on Aug 22, 2023.