Who is Afraid of Black Sholes

A Gentle Introduction to Quantitative Finance

Ø Day I (Introduction & Stochastic Calculus)

§ Lecture Day 1

Ø Day II (Black Scholes Framework)

§ Lecture Day 2

Ø Day III (Numerical Simulations)

§ MATLAB Codes

§ Binomial Distribution

§ Exponential Distribution

§ Normal Distribution

§ Weiner Process

§ Mean Reverting Process

§ Geometric Brownian Motion

§ Black Scholes Formula

§ Monte Carlo Pricing of European Options