Financial Mathematics
Lecture Note on Financial Mathematics
- Sept. 27,1999,
Chapter 1. Introduction
- Oct. 4,1999,
Chapter 2. Asset Price models
- Oct. 11,1999,
Chapter 3. Black-Scholes Analysis
- Oct. 18,1999,
Chapter 4. Variation on Black-Scholes Model
- Oct. 25, Nov. 8, 22, 1999,
Chapter 5. Numerical Methods
- Nov. 29, Dec. 6 1999,
Chapter 6. American Options
- Dec. 13, 1999,
Chapter 7. Exotic Options
- Dec. 20, 1999,
Chapter 8. Lookback Options
- Dec. 27, 1999, Jan. 3, 2000
Chapter 9. Bonds and Interest Rate Derivatives
- Jan. 10, 2000
Appendix. Basic Theory of Stochastic Calculus