Slides
These slide decks follow the course schedule. They live on the Derivatives site, each accompanies the corresponding chapter of the class notes, and each opens in a new tab.
Options
| Topic | Date |
|---|---|
| Options Strategies | 11/12 |
| Options Spreads | 11/12 |
Option Pricing in Continuous Time
| Topic | Date |
|---|---|
| The Lognormal Distribution | 11/12 |
| Modeling Stock Prices in Continuous-Time | 11/17 |
| The Black-Scholes Model | 11/19 |
| Options on Assets Paying a Dividend Yield | 11/24 |
| Options on Futures | 11/24 |
| The Greeks | 12/1 |
| Exotic Options | 12/1-3 |
Supplementary Slides
These decks are not part of the assigned schedule. They cover the material on options that this course builds on, and you may find them useful as background.
| Topic |
|---|
| Options Markets |
| Properties of European Options |
| The Impact of Dividends |
| Binomial Pricing |
| Multiple Periods |
| American Options |
Printing the Slides
To print a deck as a PDF document:
- Open the presentation and press e.
- Open the in-browser print dialog (CTRL/CMD+P).
- Change the Destination setting to Save as PDF.
- Change the Layout to Landscape.
- Change the Margins to None.
- Enable the Background graphics option.
- Click Save.