Pricing Options with Mathematical Models
8. Model independent pricing
relations: forwards, futures and swaps
Some of the content of these slides is based on material from the
book Introduction to the Economics and Mathematics of Financial
Markets by Jaksa

Pricing Options with Mathematical Models
10. Discrete-time models
Some of the content of these slides is based on material from the
book Introduction to the Economics and Mathematics of Financial
Markets by Jaksa Cvitanic and Fernando Zapatero.
Single-Per

Pricing Options with Mathematical Models
29. Introduction to interest rate
models
Some of the content of these slides is based on material from the
book Introduction to the Economics and Mathematics of Financial
Markets by Jaksa Cvitanic and Fernando Zapa

Pricing Options with Mathematical Models
1. OVERVIEW
Some of the content of these slides is based on material from the book Introduction to
the Economics and Mathematics of Financial Markets by Jaksa Cvitanic and Fernando
Zapatero.
What we want to accomp

Pricing Options with Mathematical Models
25. Static hedging with futures
Some of the content of these slides is based on material from the book Introduction to the
Economics and Mathematics of Financial Markets by Jaksa Cvitanic and Fernando Zapatero.
Per

Pricing Options with Mathematical Models
14. Brownian motion process
Some of the content of these slides is based on material from the
book Introduction to the Economics and Mathematics of Financial
Markets by Jaksa Cvitanic and Fernando Zapatero.
History

Pricing Options with Mathematical Models
17. Black-Scholes-Merton pricing
Some of the content of these slides is based on material from the
book Introduction to the Economics and Mathematics of
Financial Markets by Jaksa Cvitanic and Fernando Zapatero.
Th

Pricing Options with Mathematical Models
19. Variations on Black-Scholes-Merton
Some of the content of these slides is based on material from the book Introduction to the
Economics and Mathematics of Financial Markets by Jaksa Cvitanic and Fernando Zapate

Pricing Options with Mathematical Models
6. Pricing deterministic payoffs
Some of the content of these slides is based on material from the
book Introduction to the Economics and Mathematics of Financial
Markets by Jaksa Cvitanic and Fernando Zapatero.
Fu

Pricing Options with Mathematical Models
23. Stochastic volatility
Some of the content of these slides is based on material from the book Introduction
to the Economics and Mathematics of Financial Markets by Jaksa Cvitanic and
Fernando Zapatero.
Complete