Lecture notes (and related spreadsheets) for Finance 4366 are available here:

- Introductory Lecture (January 17)
- Mathematics Tutorial (January 19)
- Statistics Tutorial, Part 1 (January 24)

- Statistics Tutorial, Part 2 (January 26)
- Introduction to Options, Futures, and Other Derivatives (January 31)
- Replicating Portfolio approaches to Pricing Forwards and Futures, and Pricing Options (February 2-7)
- Properties of Stock Options (February 9)
- Trading Strategies Involving Options (February 14)
- Midterm Exam #1 Review Session (February 16)
- Midterm Exam #1 (February 21)
- Binomial Trees (February 23 – March 21)
- Early Exercise of American Call and Put Options on Non-Dividend Paying Stocks and Dividends and American Options (March 23)

- Wiener Processes and Ito’s Lemma (March 30-April 6)
- Actual versus Risk Neutral Probability of a Call Option Expiring in-the-Money (April 6)
- Midterm Exam #2 Review Session (April 11)
- Midterm Exam #2 (April 13)
- Credit Risk and Options Theory (April 18-25)
- The Black-Scholes-Merton Model (April 25-27)
- Greek Letters (May 2)
- Review and Summary of the course (May 4)