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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

Slides

19. Slides#

Topic

1.

Derivatives Contracts

2.

Interest Rates

3.

Futures and Forward Contracts

4.

Determinants of Futures and Forward Prices

5.

Characteristics of Option Markets

6.

Option Strategies

7.

Properties of European Options

8.

Binomial Pricing Model

9.

Impact of Dividends

10.

American Options

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

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18. Notation

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20. Mathematics Review

By Lorenzo Naranjo

© Copyright 2021, Lorenzo Naranjo.

Last updated on Aug 22, 2023.