Course Materials

Please find below course materials including lecture slides, exercises and mock exam and revision questions.

  1. Module Outline
  2. Class Assignment
  3. Lecure Notes
    1. Introduction to Options
    2. Option Bounds and Option Strategies
    3. Forwards and Futures
    4. One Period Binomial Model
    5. The n-Period Binomial Model
    6. Option Risk
    7. Exotic Options
    8. Asset Price Dynamics
    9. Black-Scholes Option Pricing Model
    10. The Greeks
    11. Risk and the Measurement of Risk
  4. Exercises
    1. Exercises
  5. Examination Materials
    1. Examination Paper 2007
    2. Outline Solutions to 2007 Paper
    3. Examination Paper 2008