Principles of Financial Engineering
- Introduction to derivatives
- Mechanics of Futures Markets
- Hedging Strategies Using Futures
- Determination of Forward and Futures Prices
- Mechanics of Options Markets
- Properties of Stock Options
- Trading Strategies Involving Options
- Binomial Trees for Option pricing
- Wiener Processes and Ito’s Lemma
- The Black-Scholes-Merton Model for option pricing
- Basic Numerical Procedures for Option Pricing
- Swaps