Lecture Slides

Pricing and Hedging Derivative Securities

Kerry Back
Hong Liu
Mark Loewenstein

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Part 1: Introduction

• Introduction to Options
• Futures Contracts (Coming soon)
• Binomial Trees (Coming soon)

Part 2: Mathematical Foundations

• Brownian Motion (Coming soon)
• Ito’s Lemma (Coming soon)
• Geometric Brownian Motion (Coming soon)

Part 3: Option Pricing

• Black-Scholes Model (Coming soon)
• The Greeks (Coming soon)
• Exotic Options (Coming soon)

Part 4: Numerical Methods

• Monte Carlo Methods (Coming soon)
• Binomial Model (Coming soon)

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