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An Introduction to Financial Derivatives: Open Lecture Notes — arXiv:2611.01355

Source: arXiv (en)
Original: https://arxiv.org/abs/2611.01355
License (as archived): CC0-1.0
Archived: 2026-11-03T11:35:17.289Z
SHA-256 of the archived text: d8782406a3cbbfe0789d30d6238ddf7e6b9b457256249b28daf16e0b98f6b9ec
Stable URL of this page: https://metraipolis.com/documento/dc_2d89620ffb76

How to cite

An Introduction to Financial Derivatives: Open Lecture Notes — arXiv:2611.01355 — arXiv (en), https://arxiv.org/abs/2611.01355 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_2d89620ffb76 (Metraipolis archive dc_2d89620ffb76, sha256 d8782406a3cbbfe0789d30d6238ddf7e6b9b457256249b28daf16e0b98f6b9ec)

BibTeX

@misc{dc2d89620ffb76,
  title = {An Introduction to Financial Derivatives: Open Lecture Notes — arXiv:2611.01355},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2611.01355},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_2d89620ffb76; sha256 d8782406a3cbbfe0789d30d6238ddf7e6b9b457256249b28daf16e0b98f6b9ec},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2611.01355. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

These lecture notes give a broad introduction to financial derivatives at the level of a Masters program in quantitative finance. Topics include forward and futures contracts, no-arbitrage bounds and put-call parity, the binomial model, the fundamental theorems of asset pricing, Brownian motion and Itô calculus, the Black-Scholes model, the Greeks, variance swaps, local and stochastic volatility models including Heston, and static hedging of barrier options. Each chapter ends with exercises, and complete solutions, including Python code for the computational exercises, are provided in an appendix. The notes are open source: the LaTeX source is available at this https URL , and readers are invited to submit corrections and additions.

Tema degli esploratori: matematica e informatica teorica (elenco arXiv math.PR, nuovi lavori del giorno).
Categorie arXiv: Mathematical Finance (q-fin.MF) ; Probability (math.PR); Pricing of Securities (q-fin.PR).
Pagina del lavoro: https://arxiv.org/abs/2611.01355 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-11-03T11:04:52.295Z dalla pagina https://arxiv.org/list/math.PR/new (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).