Financial Physics: Introduction & Contents
Exam questions (2006, 05, 04, 03 and 02)
Financial Physics Ch.1
Financial Physics Ch.2
Black Scholes calculator (Excel spread sheet)
Financial Physics Ch.3
Financial Physics Ch.6
Forward contracts, Put-call Parity
Binomial tree model, Implied volatility
Alternative derivation of Binomial tree model
Implied Volatility - VIX (webpage)
Credit Default Swaps
Financial terms quiz
Summary in Final Lecture
ADDITIONAL MATERIAL
Market Impact (Austin Gerig, Said Business School)
Black-Scholes on BBC Horizon (youtube)
Managing Risk at CME Group (video)
Black Scholes (wikipedia)
London Stock Exchange rules
indpt variables from Blundell^2
Stochastic calculus examples
Correlations example in Ch.3
Sovereign Credit Default Swaps vs. time
Miscellaneous material
Brownian Motion summary
Brownian Motion - paper in Science
Black Scholes calculator (Wolfram alpha)
Nature paper
Financial Physics Intro 2003
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