Syllabus
Lecture notes are based on the textbooks:
Lecture 1: Introduction to Derivatives
Lecture 2: Interest Rates and Forward Rate Agreements
Lecture 3: The Pricing of Forward and Futures
Lecture 4: Futures Hedging Strategies and Interest Rate Futures
Lecture 5 Interest Rate and Currency Swaps
Lecture 6: Stock Option Properties and Trading Strategies
Lecture 7: Binomial Trees
Lecture 8: Black-Scholes-Merton Model
Lecture 9: Stock Index and Currency Options
Lecture 10: Futures / Forward Options
Lecture 11: The Greek Letters