BUSI 588

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Lecture notes

This web page offers you electronic access to the course's lecture notes.

Each set of slides will be posted after class.

• Lecture 1 - Introduction to derivatives
• Lecture 2 - Payoff diagrams and payoff tables
• Lecture 3 - Basic pricing properties of options
• Lecture 4 - Valuing futures and forwards
• Lecture 5 - No arbitrage and state prices. Hand written notes from Tablet.
• Lecture 6 - The binomial model. Hand written notes, from Tablet.
• Lecture 7 - The Black-Scholes model
• Lecture 8 - Hedging and the Greeks
• Lecture 9 - American options
• Lecture 10 - Hedging with futures
• Lecture 11 - Risky debt valuation with spreadsheet for example discussed in class.
• Lecture 12 - Convertible bonds with spreadsheet for example discussed in class.
• Lecture 13 - Real options
• Lecture 14 - Course review.