The Week of Jan 22: Introduction to Options, Text Book : 1.1-1.6

The Week of Jan 29: A Binomial Method, Text Book: 10.1-10.4 Hull: 9.1-9.8

The Week of Feb 5: Mean and Std Estimation ( Postscri pt), Ito's Lemma and BS PDE, Text Book: 2.1-3.10

The Week of Feb 12: BS PDE Text Book: Ch 4-5, Ch 3.10

The Week of Feb 19: Finite Difference Method, Hedging and Local Volatility Function Text Book: 8.1-8.4, 3.9

The Week of Feb 26: Forward, Futures, Options on Futures, and Solutions/Review. Text Book: 1.6, 6.3 and 6.4

The Week of March 5: Options on Futures, Volatility Surface. Text Book: 6.4

The Week of Mar 12: Volatility Surface, American Option. Text Book: 3.9, 7.1--7.6

The Week of Mar 26: American Option and Brennan-Schwartz Method. Text Book: 7.4, 7.7, 9.1-9.3 and Lecture Notes

The Week of April 2: Discrete Dividend and Intro. to Exotic Option. Text Book: 8.6.3, 9.4, 6.2.3-6.2.5, 11.1-11.6

The Week of April 9: Barrier Option and Asian Option Text Book: Chapter 12, 13, 14.1-14.5

The Week of April 16: Asian Option and Lookback Option Text Book: Chapter 14.1-14.5 and 15

The Week of April 23: Interest Rate Derivative Text Book: Chapter 17