An undergraduate course on derivatives: forwards, futures, swaps, and options — covering pricing, hedging, and trading strategies.
| # | Topic | Slides | Problem Set | Solution | Extras |
|---|---|---|---|---|---|
| 1 | Introduction and Overview | Slides | PS | Sln | Spreadsheet |
| 2 | Interest Rates | Slides | PS | Sln | Spreadsheet |
| 3 | Forwards and Futures | Slides | PS | Sln | — |
| 4 | Pricing Forwards | Slides | PS | Sln | — |
| 5 | Swaps | Slides | PS | Sln | — |
| 6 | Options — Introduction | Slides | PS | Sln | — |
| 7 | Options — Properties | Slides | PS | Sln | — |
| 8 | Options — Trading Strategies | Slides | PS | Sln | — |
| 9 | Options — Binomial Trees | Slides | PS | Sln | — |
| 10 | Options — Black-Scholes-Merton | Slides | PS | Sln | — |
| 11 | Options — Greeks | Slides | PS | Sln | — |
| 12 | Options — Volatility | Slides | PS | Sln | — |
| 13 | Options — Exotics | Slides | PS | Sln | Spreadsheet |