- Unit 0: Pre-course
- Since this is a quantitative course, a certain level of mathematical background is necessary for a student to master the course material. In this unit, I would like to invite you to take the prerequisites assessment.
- Unit 1. Stocks, Bonds, Derivatives
- Unit 2. Interest Rates, Forward Rates, Bond Yields
- Unit 3. No-Arbitrage Pricing Relations
- Unit 4: Pricing in Discrete Time Models
- Unit 5. Brownian Motion and Ito Calculus
- Unit 6. Pricing in Black-Scholes-Merton model
- Unit 7. Extensions of Black-Scholes-Merton
- Unit 8. Hedging
- Unit 9. Beyond Black-Scholes-Merton
- Unit 10. Pricing in Fixed Income Markets
- Final Exam (number of attempts is limited)