directory.selfmadequant.com | Curated Quant Finance Resources

Index

9,875 resources

40 of 9,875 resources ·

Book001 / 9875

John C. Hull

Book / UndatedSMQ / 21953113412687

Options, Futures, and Other Derivatives, Ninth Global Edition

John C. Hull

credit risk / derivativesResource overview

This resource is hosted on its publisher’s site.

Select text in the document to ask, explain, define or add a note.

The Binomial Model
Build replication and risk-neutral probabilities in a tractable model.
Market Model and Risk-Neutral Valuation
Distinguish pricing probabilities from physical forecasts.
Conditional Expectation
Understand what it means to condition on current information.
Stochastic Processes, Brownian Motion and Itô's Lemma
Follow Brownian dynamics and the second-order term in Itô calculus.

The Black-Scholes PDE, Formula and Implied Volatility
Connect the pricing equation, closed-form value and implied volatility.
Simulating SDEs
Translate continuous dynamics into a numerical experiment.

No SMQ projects are connected to this resource yet.

Start here: quant finance foundations
Find your direction, refresh probability, then connect the mathematics to a financial model.

Suggested foundations. Full lesson access depends on the topic and membership.