ANTIGONISH

GLOSSARY

FORWARD CONTRACTS

HEDGING VIA FUTURES CONTRACTS

OPTIONS

SPECULATION

MARKING TO MARKET

OPTIMAL HEDGE RATIO

TAYLOR-SERIES EXPANSIONS

COMPOUND INTEREST

PRESENT VALUES

CALL-PUT PARITY

CONTINUOUS-TIME PROCESSES

ITO'S LEMMA

BINOMIAL OPTION PRICING MODEL

BLACK-SCHOLES OPTION PRICING

Appendix

THE BINOMIAL THEOREM

THE MEAN VALUE THEOREM

BIBLIOGRAPHY

Exercises

EXERCISE 1

EXERCISE 2

EXERCISE 3

Lectures and Classes

LECTURE 1. Introduction 1: F. Martinez Mora

LECTURE 2. Trading Strategies: F. Martinez Mora

LECTURE 3. Elementary Futures and Options: D.S.G. Pollock

LECTURE 4. Stochastic Process: D.S.G. Pollock

LECTURE 5. Binomial and Black--Scholes Option Pricing: D.S.G. Pollock

LECTURE 6. Speculation and Crises: D.S.G. Pollock

CLASS 1. Interest and Discounting: D.S.G. Pollock

CLASS 2. Option Pricing: D.S.G. Pollock

RESOURCES