Course Materials
Please find below course materials including lecture slides, exercises and mock exam and revision questions.
- Module Outline
- Class Assignment
- Lecure Notes
- Introduction to Options
- Option Bounds and Option Strategies
- Forwards and Futures
- One Period Binomial Model
- The n-Period Binomial Model
- Option Risk
- Exotic Options
- Asset Price Dynamics
- Black-Scholes Option Pricing Model
- The Greeks
- Risk and the Measurement of Risk
- Exercises
- Examination Materials