| home | publications | conferences | oplib | teaching | governance | cv | phyiscs | contact |
| FM03 - Financial Markets |
This term I am teaching the course Financial Markets FM03 at King's College London. Below I am posting lecture notes, slides, handwritten notes taken in class. The recommended reference is the textbook: "Options, Futures, and Other Derivatives" by John Hull. Lecture 1: Interest Rates, Bonds and Treasuries Handwritten notes for Lecture 1 Lecture 2: Swaps Handwritten notes for Lecture 2 Lecture 3: Exotic Swaps and Counterparty Credit Risk Handwritten notes for Lecture 3 Lecture 4: Equity Options Handwritten notes for Lecture 4 Lecture 5: Variance Swaps Handwritten notes for Lecture 5 Lecture 6: Arbitrage free pricing Handwritten notes for Lecture 6 Lecture 7: The Black-Scholes formula for equity options and swaptions Handwritten notes for Lecture 7 Lecture 8: The Black-Scholes formula for equity options and swaptions Handwritten notes for Lecture 8 Lecture 9: Further exercises on the Black-Scholes formula Handwritten notes for Lecture 9 Past Exams |