Black-Scholes Theory: - Derive the Black Scholes PDE Using a Replicating Portfolio (pdf) - Derive the Black Scholes PDE (with dividends) Using a Hedging Portfolio (pdf) - Derive the Black Scholes PDE Using Risk-Neutral Pricing Theory (pdf) - Find S(t) and E[S(t)] for Geometric Brownian Motion (pdf) Put-Call Parity: - Derive Put-Call Parity (pdf) Introduction to Binomial Trees: - Derive the Risk Neutral Measure and the Expression for Delta (pdf) - Identify Arbitrage Opportunities (pdf) And much more to come... Full Site Coming December 2007.