All scripts/programs which I have done during 'Pricing and analysis of financial instruments 3' course conducted by Przemysław Klusik at the Institute of Mathematics (University of Wrocław).
- Market model and European contingent claims
- Introduction to actually applied financial mathematics
- The multi-period market model
- Arbitrage opportunities and martingale measures
- European contingent claims
- Complete markets
- American contingent claims
- Hedging strategies for the seller
- Stopping strategies for the buyer
- Arbitrage-free prices
- Stability under pasting