Finance 4366 (Options, Futures, and Other Derivatives) will meet synchronously tomorrow via Zoom for our regularly scheduled 11-12:15 class session. We’ll devote our attention to a (very) brief review of my recorded lecture about the replicating portfolio approach for pricing forward/futures contracts and devote most of our time to a discussion of the replicating portfolio approach for pricing call and put options.
If you haven’t already watched my recorded lecture, be sure to do so prior to tomorrow’s class; that lecture introduces the replicating portfolio approach to pricing forwards and futures, based on the lecture note at http://fin4366.garven.com/spring2021/lecture6.pdf. Tomorrow, we will focus attention on the “Pricing Options” lecture note (at http://fin4366.garven.com/spring2021/lecture6a.pdf).
