## 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

- Arithmetic by Khan Academy
- Pre-algebra by Khan Academy
- Trigonometry I by Other
- Pre Algebra by Other
- Discrete Structures by IIT Madras
- Linear Algebra I by IIT Madras
- Algebra I by Other
- A Basic Course in Real Analysis by IIT Kharagpur
- Real Analysis by Other
- Mathematics for Finance and Actuarial Studies 2 by Other

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