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

- Introductory Lecture (January 9)
- Mathematics Tutorial (January 11)
- Statistics Tutorial, Part 1 (January 18)
- Statistics Tutorial, Part 2 (January 23)
- Introduction to Options, Futures, and Other Derivatives (January 25)
- Pricing Forwards, Futures, and Options (January 30 – February 1)
- Properties of Stock Options (February 6)
- Trading Strategies Involving Options (February 8)
- Midterm Exam #1 Review Session (February 13)
- Midterm Exam #1 (February 15)
- Binomial Trees (February 20 – March 15, and BSM Pricing Equations as Limiting Cases of CRR Pricing Equations (March 15)
- 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 20)
- Wiener Processes and Ito’s Lemma (March 22-March 27)
- Midterm Exam #2 Review Session (March 29)
- Midterm Exam #2 (April 3)
- The Black-Scholes-Merton Model (April 5 – April 19)
- 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 (April 24)
- Review and Summary of the course (April 26)