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

1. Introductory Lecture (January 17)
2. Mathematics Tutorial (January 19)
   • Rule of 72 spreadsheet
   • Taylor Series spreadsheet
3. Statistics Tutorial, Part 1 (January 24)
   
4. Statistics Tutorial, Part 2 (January 26)
   • Coin Toss Sequences and Probabilities
5. Introduction to Options, Futures, and Other Derivatives (January 31)
6. Replicating Portfolio approaches to Pricing Forwards and Futures, and Pricing Options (February 2-7)
7. Properties of Stock Options (February 9)
8. Trading Strategies Involving Options (February 14)
9. Midterm Exam #1 Review Session (February 16)
10. Midterm Exam #1 (February 21)
11. Binomial Trees (February 23 – March 21)
12. Early Exercise of American Call and Put Options on Non-Dividend Paying Stocks and Dividends and American Options (March 23)
    
13. Wiener Processes and Ito’s Lemma (March 30-April 6)
    • Brownian Motion Spreadsheet
14. Actual versus Risk Neutral Probability of a Call Option Expiring in-the-Money (April 6)
    • Actual versus Risk Neutral Probability of a Call Option Expiring in-the-Money Spreadsheet
15. Midterm Exam #2 Review Session (April 11)
16. Midterm Exam #2 (April 13)
17. Credit Risk and Options Theory (April 18-25)
    • Pricing Credit Risk Solution Procedure
18. The Black-Scholes-Merton Model (April 25-27)
    • Geometric Brownian Motion, Ito’s Lemma, and Risk Neutral Valuation Lecture Note
    • Risk-Neutral Valuation in Continuous Time Synopsis
    • Risk Neutral Valuation in Continuous Time Class Problems
19. Greek Letters (May 2)
20. Review and Summary of the course (May 4)