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MIT 18.01 Single Variable Calculus, Fall 2006 thumbnail

MIT 18.01 Single Variable Calculus, Fall 2006

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by MIT OpenCourseWare

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calculusderivativesintegrationmathematicsyoutube playlist

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Build the foundations

Suggested foundations for options and derivatives pricing. Specialist prerequisites vary by resource.

Before you read

  1. The Binomial Model

    Build replication and risk-neutral probabilities in a tractable model.

  2. Market Model and Risk-Neutral Valuation

    Distinguish pricing probabilities from physical forecasts.

Go further

  1. The Black-Scholes PDE, Formula and Implied Volatility

    Connect the pricing equation, closed-form value and implied volatility.

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