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Derivative Pricing

Binomial Trees

Black-Scholes-Merton model

Greeks

References

Daróczi, G. (2013) Introduction to R for quantitative finance: Solve a diverse range of problems with R, one of the most powerful tools for Quantitative Finance. Birmingham, UK: Packt Publishing.

Hull, J.C. (2012) Risk Management and Financial Institutions. 3rd edn. John Wiley &Sons.

Hull, J.C. (2015) Options, Futures, and other derivatives. 9th edn. Pearson Education.

Würtz, D. et al. (2014) Basic R for Finance. publication. Zurich: Finance Online GmbH, pp. 247–251.