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

- Introductory Lecture (January 9)
- Mathematics Tutorial (January 11)
- Statistics Tutorial, Part 1 (January 16)
- Statistics Tutorial, Part 2 (January 18)
- Introduction to Options, Futures, and Other Derivatives (January 23)
- Pricing Forwards, Futures, and Options (January 25-30)
- Properties of Stock Options (February 1)
- Trading Strategies Involving Options (February 6)
- Midterm Exam #1 Review Session (February 8)
- Midterm Exam #1 (February 13)
- Binomial Trees (February 15 – March 13, and BSM Pricing Equations as Limiting Cases of CRR Pricing Equations (October 17)
- Dynamic Hedging in Multiple-Periods: Numerical Example
- Binomial Option Model spreadsheet (Risk Neutral Valuation, Replicating Portfolio, and CRR Approaches)
- Cox-Ross-Rubinstein compared with Black-Scholes-Merton spreadsheet

- American Options (March 15)
- Wiener Processes and Ito’s Lemma (March 20-March 22)
- Midterm Exam #2 Review Session (October 31)
- Midterm Exam #2 (November 2)
- The Black-Scholes-Merton Model (November 7-16)
- Risk Neutral Valuation Class Problems based upon the “Black-Scholes-Merton Model” chapter
- Option Greeks (Mathematica Notebook format)
- Option Greeks (PDF format)

- Credit Risk and Options Theory (November 28)
- Review and Summary of the course (November 30)