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

- Introductory Lecture (January 15)
- Mathematics Tutorial (January 17)
- Statistics Tutorial, Part 1 (January 22)
- Statistics Tutorial, Part 2 (January 24)
- Introduction to Options, Futures, and Other Derivatives (January 29)
- Pricing Forwards, Futures, and Options (January 31 – February 5)
- Properties of Stock Options (February 7)
- Trading Strategies Involving Options (February 12)
- Midterm Exam #1 Review Session (February 14)
- Midterm Exam #1 (February 19)
- Binomial Trees (February 26 – March 5, and BSM Pricing Equations as Limiting Cases of CRR Pricing Equations (March 5)
- Dynamic Hedging in Multiple-Periods: Numerical Example
- Binomial Option Model spreadsheet (Risk Neutral Valuation, Replicating Portfolio, and CRR Approaches)
- Cox-Ross-Rubinstein binomial option pricing model spreadsheet
- Cox-Ross-Rubinstein compared with Black-Scholes-Merton spreadsheet

- American Options (March 7)
- Wiener Processes and Ito’s Lemma (March 19 – 26)
- Midterm Exam #2 Review Session (March 28)
- Midterm Exam #2 (April 2)
- The Black-Scholes-Merton Model (April 4 – April 18)
- Risk Neutral Valuation Class Problems based upon the “Black-Scholes-Merton Model” chapter
- Black-Scholes-Merton Call and Put Equations and Comparative Statics

- Credit Risk and Options Theory (April 23)
- Real Options (April 25 – 30)
- Review and Summary of the course (May 2)