An example based approach to all aspects of quantitative finance including sample code and worked examples.

We are developing resources for the equity derivatives world. We hope that you find these useful.

Easy step to do options trading. How to make stable profit with option trading. Read the full tutorial on stock options. Everything you need to know about free level 2 quetes and quadruple witching.

Editor: Anatoliy Malyarenko, M

Peter Forsyth
Contents
1 The First Option Trade 3
2 The Black-Scholes Equation 3
2.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.3 A Simple Example: The Two State Tree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.4 A hedging strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.5 Brownian Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.6 Geometric Brownian motion with drift . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6.1 Ito

Dmitrii Silvestrov
Henrik J

3 series article by Sacha Barber.

Nice tutorial on how to do matrix operations in Excel - by William Sharpe!

10 page tutorial with Matlab examples

Nice introduction of complex integral concept , and its calculation in matlab