Models for Financial Economics
These are resources that I prepared for the course MTH 32600 - Models for Financial Economics. This course was developed to prepare students for Society of Actuaries MFE Exam. That exam has subsequently been renamed IFM, and the course content has been altered somewhat. These resources you find here have not yet been updated to reflect this change.
Lecture Notes
- All Chapters
- Chapter 01 - Forwards and Options
- Chapter 02 - Binomial Trees
- Chapter 03 - The Black-Scholes Framework
- Chapter 04 - The Greeks
- Chapter 05 - Exotic Options
- Chapter 06 - Monte Carlo Valuation
- Chapter 07 - Binomial Tree Models for Interest Rates
Formula Sheet