Pricing Options Lecture 4: Pricing In Discrete Time Models

This pricing options lecture covers pricing in discrete time models.

1  Discrete time models

 

 

2  Risk-neutral pricing

 

 

3  Fundamental theorem of asset pricing

 

 

4  Binomial tree pricing

 

 

5  Lecture Slides

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Pricing Options Lecture 3: No-arbitrage Pricing Relations

This pricing options lecture covers some no-arbitrage pricing relations.

1  Model independent relations: forwards, futures, and swaps

 

 

2  Model independent relations: options

 

 

3  Lecture Slides

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Pricing Options Lecture 2: Interest Rates, Forward Rates, Bond Yields

This pricing options lecture covers onterest rates, forward rates, and bond yields.

1  Pricing deterministic payoffs

 

 

2  Bonds

 

 

3  Lecture Slides

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Pricing Options Lecture 1: Stocks, Bonds, Derivatives

This pricing options lecture covers stocks, bonds, and derivatives.

1  Welcome

 

 

2  Overview

 

 

3  Stocks, bonds, forwards

 

4  Swaps

 

 

5  Call and put options

 

 

6  Options combinations

 

 

7  Lecture Slides

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