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

- Introductory Lecture (August 22)
- Mathematics Tutorial (August 24)
- Statistics Tutorial, Part 1 (August 29)
- Statistics Tutorial, Part 2 (August 31)
- Introduction to Options, Futures, and Other Derivatives (September 5)
- Pricing Forwards, Futures, and Options (September 7-12)
- Properties of Stock Options (September 14)
- Trading Strategies Involving Options (September 19)
- Midterm Exam #1 Review Session (September 21)
- Midterm Exam #1 (September 26)
- Binomial Trees (September 28-October 12, 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 (October 19)
- Wiener Processes and Ito’s Lemma (October 24-26)
- 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

- Credit Risk and Options Theory (November 1)
- TBA
- Review and Summary of the course (November 30)