Course: Pricing Options with Mathematical Models
Modules:
Welcome, Intro to problems in the Pre-requisites Assessment
Welcome to my course - Video, Video - Overview, Stocks, bonds, forwards - Part 1 Video, Stocks, bonds, forwards - Part 2 Video, Video - Swaps, Call and put options - Part 1 Video, Call and put options - Part 2 Video, Call and put options - Part 3 Video, Options combinations - Part 1 Video, Options combinations - Part 2 Video
Pricing deterministic payoffs - Part 1 Video, Pricing deterministic payoffs - Part 2 Video, Bonds - Part 1 Video, Bonds - Part 2 Video, Bonds - Part 3 Video
Model independent relations - forwards, futures and swaps - Part 1 - Video, Model independent relations - forwards, futures and swaps - Part 2 - Video, Model independent relations - forwards, futures and swaps - Part 3 - Video, Model independent relations - forwards, futures and swaps - Part 4 - Video, Model independent relations - options - Part 1 - Video, Model independent relations - options - Part 2 - Video, Model independent relations - options - Part 3 - Video
Discrete-time models - Video, Risk-neutral pricing - Part 1 - Video, Risk-neutral pricing - Part 2 - Video, Risk-neutral pricing - Part 3 - Video, Fundamental theorems of asset pricing - Part 1 - Video, Fundamental theorems of asset pricing - Part 2 - Video, Binomial tree pricing - Part 1 - Video, Binomial tree pricing - Part 2 - Video
Brownian motion process - Part 1 - Video, Brownian motion process - Part 2 - Video, Stochastic integral - Part 1 - Video, Stochastic integral - Part 2 - Video, Ito's Rule, Ito's Lemma - Part 1 - Video, Ito's Rule, Ito's Lemma - Part 2 - Video
Black-Scholes-Merton pricing - Part 1 - Video, Black-Scholes-Merton pricing - Part 2 - Video, Black-Scholes-Merton pricing - Part 3 - Video, Risk-neutral pricing - Black-Scholes-Merton model - Part 1 - Video, Risk-neutral pricing - Black-Scholes-Merton model - Part 2 - Video, Risk-neutral pricing - Black-Scholes-Merton model - Part 3 - Video
Variations on Black-Scholes-Merton - Part 1 - Video, Variations on Black-Scholes-Merton - Part 2 - Video, Currency options - Part 1 - Video, Currency options - Part 2 - Video, Exotic options - Part 1 - Video, Exotic options - Part 2 - Video, Pricing options on more underlyings - Part 1 - Video, Pricing options on more underlyings - Part 2 - Video
Static hedging with futures - Part 1 - Video, Static hedging with futures - Part 2 - Video, Static hedging with bonds - Video, Perfect hedging - replication - Part 1 - Video, Perfect hedging - replication - Part 2 - Video, Hedging portfolio sensitivities - Part 1 - Video, Hedging portfolio sensitivities - Part 2 - Video, Hedging portfolio sensitivities - Part 3- Video
Stochastic Volatility - Part 1 - Video, Stochastic Volatility - Part 2 - Video, Stochastic Volatility - Part 3 - Video, Jump-diffusion models - Video
Introduction to interest rate models - Part 1 - Video, Introduction to interest rate models - Part 2 - Video, Continuous-time interest rate models - Part 1 - Video, Continuous-time interest rate models - Part 2 - Video, Continuous-time interest rate models - Part 3 - Video, Continuous-time interest rate models - Part 4 - Video, Forward rates models - Part 1 - Video, Forward rates models - Part 2 - Video, Forward rates models - Part 3 - Video, Forward rates models - Part 4 - Video, Change of numeraire method - Part 1 - Video, Change of numeraire method - Part 2 - Video, Introduction to credit risk models - Part 1 - Video, Introduction to credit risk models - Part 2 - Video
Introduction to the Final Exam