## Course Description :

Contents:

Binomial Model; No Arbitrage; Numeraires; Replication - Multi-period binomial model; CRR trees; continuous time limit; default model-Measure change and sample paths; Price Sensitivity; incomplete markets, variance minimizing hedge - Interest Rate Models; IR Calibration; Arrow - Debreu; Discrete Forward Fokker - Planck Equations-IR Trees, continuous time limit, Vasicek model, simultaion, CCIRS

Stochastic Calculus overview - Continuous Time Dynamic Hedging-Solutions of the Black - Scholes PDE; Feynman-Kac; Time-based/Move-based hedging, Delta-Gamma-Vega hedging - More on Feynman-Kac, Measure Changes, Continuous Time Interest Rate Models -Measure Changes and Numeraires, Bond Options-More on numeraire measures, interest rate tree - Foreign Exchange - Credit Derivatives-Commodity Modeling - Regime Switching and Jump Models - More on jump models-Tutorial review and Heston Model - LFM and LSM - more on LFM and LSM

## Other Resources :

## Other Mathematics Courses

- California Standards Test: Geometry by Khan Academy
- Probability by Khan Academy
- Linear Algebra by MIT
- Math 60 - Introductory Algebra-1st Term by Portland Community College
- Linear Algebra by The University of New South Wales
- Mathematics for Finance and Actuarial Studies 2 by Other
- Numerical Analysis and Computer Programming by IIT Madras
- AMC Sequences and Series by Other
- Math 95 - Intermediate Algebra by Portland Community College
- AMC Function by Other

### » check out the complete list of Mathematics lectures

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