About this class
Mathematics of Options, Futures, and Derivative Securities
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Learning Material
Title
Volume
Unit 1: Stochastic Calculus and Itô's Lemma
5.89 MB
<p>Stochastic Calculus and Itô's Lemma</p>
Unit 2: Pricing and Hedging with Options
5.89 MB
<p>Pricing and Hedging with Options</p>
Unit 3: Black-Scholes-Merton Model
5.89 MB
<p>Black-Scholes-Merton Model</p>
Unit 4: Exotic Options and Complex Derivatives
5.89 MB
<p>Exotic Options and Complex Derivatives</p>
Unit 5: Interest Rate Models and Fixed Income Derivatives
5.89 MB
<p>Interest Rate Models and Fixed Income Derivatives</p>
Unit 6: Monte Carlo Methods for Derivative Pricing
5.89 MB
<p>Monte Carlo Methods for Derivative Pricing</p>
Unit 7: Risk Management and Value at Risk (VaR)
5.89 MB
<p>Risk Management and Value at Risk (VaR)</p>
Unit 8: Credit Derivatives and Counterparty Risk
5.89 MB
<p>Credit Derivatives and Counterparty Risk</p>
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