Martingales, risk neutral probability, and Black-Scholes option pricing (PDF)—supplementary lecture notes for 34 to 36 which follow the outline of the lecture slides and cover martingales, risk neutral probability, and Black-Scholes option pricing (topics that do not appear in the textbook, but that are part of this course).

## Lecture Notes

## Course Info

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*assignment*Problem Sets

*grading*Exams with Solutions

*notes*Lecture Notes

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