An in-depth with full explanation and derivation Mathematical Finance Notes. Topic-wise preparation of Mathematical Finance.

Financial Derivative
– Introduction
– Forward
– Long and Short Position
– Hedging strategies using forwards
– Futures
– Over-the-Counter Market
– Futures exchange
– Swaps

Options
– Introduction
– Position in Options
– Option payoff

European-Style Options
– Introduction
– European Option with Dividend
– European option with dividend yield (Merton’s Formula)
– Forward Options

American-Style Options
– Introduction
– Black-Scholes Model for American Options

Futures Options
– Futures Options (Black’s Formula)
– Black’s Formula – Generalized Version

Exotic Options
– Introduction
– Asian Option
– Arithmetic Asian Option
– Geometric Asian Option
– Derivation: Geometric Asian Option Formula
– Power Asian Option
– Derivation: Power Asian Option Formula
– Average-Asian Option NEW

A straight forward approach to study Financial Derivatives and Mathematical Finance..