Welcome to my Derivatives content site. In this website, you will find a collection of materials related to the derivatives courses I teach. I will be updating this site regularly with new content, including lecture notes, slides, and other resources to help students understand the concepts covered in class.
In this website you can find:
The notes are available in both HTML and PDF formats, while slides are rendered as HTML presentations.
This website is designed as a shared repository of core derivatives material that can be used across multiple classes. The goal is to keep one consistent set of notes and presentations that students can revisit throughout the semester.
How to use this site
- Start with the Slides for a concise overview of each topic and the main intuition.
- Use the Class notes for full derivations, examples, and additional explanations.
- Download the PDF version of each note when you want a printable reference.
Content organization
The notes are grouped into four sections:
- Introduction for contracts and derivative payoff foundations.
- Futures and Forwards for interest rates, contract mechanics, and pricing.
- Option Pricing in Discrete-Time for market characteristics, option properties, strategies, and binomial models.
- Option Pricing in Continuous-Time for distribution preliminaries, stock-price dynamics, Black-Scholes, and advanced option topics.
I will continue adding and refining content so this site remains a reliable companion for all derivatives-related classes.