Embedded Files
Textbooks & References
Options, Futures, and Other Derivatives (John Hull)
An Introduction to Financial Option Valuation (Desmond Higham)
Stochastic Analysis for Finance with Simulation (Geon Ho Choe)
Computer Software
MATLAB (visit MathWorks website for download with your UNIST account)
Subjects
Introduction
Pricing of Forward and Futures
Option Pricing with Binomial Tree Model (Excel)
Probability
Asset Movement Model
Black-Scholes Model
Option Pricing with Monte Carlo Method
Variance Reduction Methods for Monte Carlo Method
American Option Pricing with Binomial Tree
Google Sites
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