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Financial Engineering & Physical Sciences
How to find a good fund manager ,[object Object],[object Object],[object Object],[object Object]
파생상품  (Derivatives) ,[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Buy Call
Sell Call
Buy Put
Sell Put
Strangle  (OTM Call + OTM Put)
Condor  (DITM Call – ITM Call – OTM Call + DOTM Call)
Back Spread  (2 OTM Calls – 1 ATM Call)
Strap  (2 ATM Calls + 1 ATM Put)
Financial Engineering ,[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Model of the Behavior of Stock Prices ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
 
[object Object],[object Object],[object Object]
 
Chain Rule ,[object Object],[object Object],[object Object]
Ito’s Lemma ,[object Object],[object Object]
Justification of Generalized Wiener Process ,[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object]
Risk ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Risk-Neutral Valuation ,[object Object],[object Object],[object Object],[object Object]
Payoff from Call Option Probability Distribution of Stock Price
Black-Scholes Pricing Formula for European Call & Put Options ,[object Object],[object Object],[object Object]
The Black-Scholes-Merton Differential Equation ,[object Object],[object Object]
[object Object],[object Object]
[object Object],[object Object],[object Object]
Expectation & the B-S-M Equation ,[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object]
Summary ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

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Financial engineering3478