Section: Course Materials | B8.3 Mathematical Models of Financial Derivatives (2024-25) | Mathematical Institute

Section outline

- Select activity B8.3 Problem Sheet 1
  
  B8.3 Problem Sheet 1 Assignment
- Select activity B8.3 Problem Sheet 2
  
  B8.3 Problem Sheet 2 Assignment
- Select activity MMSC special topic suggestions
  
  MMSC special topic suggestions File
- Select activity Printable version of the slides
  
  Printable version of the slides Assignment
  
  Printable version of slides, three slides per A4 side. Some images may have dark backgrounds. Slides for later lectures will be added as we go. (The slides used in lectures will have dark backgrounds.)
- Select activity Slides from 23/24
  
  Slides from 23/24 File
  
  Last year's slides (for background but note they take a slightly different approach in places).
- Select activity Notes
  
  Notes File
  
  Lecture notes from 2023/24 by Alvaro Cartea. They are close to the course but may take a different approach in places.
- Select activity B8.3 Slides from lectures
  
  B8.3 Slides from lectures Assignment
  
  The dark-mode slides as used in lectures. NOT SUITABLE FOR PRINTING.
- Select activity Barchart.com S&P 500 options
  
  Barchart.com S&P 500 options URL
  
  The website shows a lot of option prices: have a look around to familiarise yourself with them.
- Select activity Bybit live BTC LOB
  
  Bybit live BTC LOB URL
  
  Live evolution of the Bitcoin price as seen in Lecture 1. Note the order book and trade list feeds.