Knopf, Teall: Risk Neutral Pricing and Financial Mathematics: A Primer, 2nd Edition

Spreadsheets for Risk Neutral Pricing

1. Preliminaries and Review

2. Probability and Risk

3. Discrete Time and State Models

4. Continuous Time and State Models

5. An Introduction to Stochastic Processes and Applications

6. Introduction to Stochastic Calculus

7a. Derivatives Pricing and Applications of Stochastic Calculus (with macro)

7b. Derivatives Pricing and Applications of Stochastic Calculus (non-macro)

8. Mean-Reverting Processes and Term Structure Modeling