Before attempting to read what we have here, students should revise their basic probability and linear algebra first.

Financial Engineering (I) #1 – Overview

Financial Engineering (I) #2 – Introduction to No Arbitrage

Financial Engineering (I) #3 – Interest rates and fixed income instruments

Financial Engineering (I) #4 – Floating Rate Bonds and Term Structure of Interest Rates

Financial Engineering (I) #5 – Forward Contracts

Financial Engineering (I) #6 – Swaps

Financial Engineering (I) #7 – Futures

Financial Engineering (I) #8 – Options

Financial Engineering (I) #9 – Options Pricing

Financial Engineering (I) #10 – The 1-Period Binomial Model

Financial Engineering (I) #11 – Option Pricing in the 1-Period Binomial Model

Financial Engineering (I) #12 – The Multi-Period Binomial Model

Financial Engineering (I) #13 – Pricing American Options

Financial Engineering (I) #14 – Replicating Strategies

Financial Engineering (I) #15 – Dividends, Pricing in the Binomial Model

Financial Engineering (I) #16 – Black-Scholes Model

Financial Engineering (I) #17 – Introduction to Term Structure Lattice Models

Financial Engineering (I) #18 – Cash Account and Pricing Zero-Coupon Bonds

Financial Engineering (I) #19 – Fixed Income Derivatives (1)

Financial Engineering (I) #20 – Fixed Income Derivatives (2)

Financial Engineering (I) #21 – The Forward Equation

Financial Engineering (I) #22 – Model Calibration

Financial Engineering (I) #23 – Pricing in a Black-Derman Toy Model

Financial Engineering (I) #24 – Modelling and Pricing Default-able bonds

Financial Engineering (I) #25 – Credit Default Swaps and Pricing Credit Default Swaps

Financial Engineering (I) #26 – Mortgage Mathematics and Mortgage-Backed Securities

Financial Engineering (I) #27 – Prepayment Risks and Pass-Throughs

Financial Engineering (I) #28 – Principal-Only and Interest Only Mortgaged-Backed Securities

Financial Engineering (I) #29 – Collateralised Mortgage Obligations

Financial Engineering (I) #30 – Pricing Mortgage-Backed Securities

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