smq/directoryAn evolving quant resource archive
Back to directoryResource
3Blue1Brown: Essence of Calculus thumbnail

3Blue1Brown: Essence of Calculus

Course

by Grant Sanderson

Tags
derivativesintegralsmathematicssensitivities

Access resource

Open original source Find related lessons

Continue on SelfMadeQuant

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.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Derivatives Pricing and Computational Finance

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Grant Sanderson

5