Notes on Derivative Pricing

1. Brownian Motion
2. No-Arbitrage Pricing
3. Black Scholes
4. Numeraires

References

1. Shreve, Steven E. Stochastic calculus for finance II: Continuous-time models. Vol. 11. Springer Science & Business Media, 2004.
2. Henry-Labordere, Pierre. Analysis, geometry, and modeling in finance: Advanced methods in option pricing. CRC Press, 2008.