This term I am teaching the course Financial Markets FM03 at King's College London. Below I am posting lecture notes, slides, handwritten notes taken in class and audio-video recordings of my lectures. Stay tuned for updates!

Lecture 1: Temporal Modal Logic and Arbitrage Freedom

Notes for Lectures 1-2-3

Slides for Lecture 1

Handwritten Notes for Lecture 1

Audio-video recording for Lecture 1

Lecture 2: Elementary Equity Derivatives

Slides for Lecture 2

Handwritten Notes for Lecture 2

Audio-video recording for Lecture 2

Lecture 3: Elementary Interest Rate Derivatives

Slides for Lecture 3

Handwritten Notes for Lecture 3, (PART I)

Audio-video recording for Lecture 3, (PART I)

Lecture 3 PART II: Elementary Interest Rate Derivatives

Handwritten Notes for Lecture 3, (PART II)

Audio-video recording for Lecture 3, (PART II)

Lecture 3 PART II: Elementary Interest Rate Derivatives

Handwritten Notes for Lecture 3, (PART III)

Audio-video recording for Lecture 3, (PART III)

Lecture 4 PART I: Problem Session. The Fundamental Theorem of Finance

Slides for Lecture 4

Lecture Notes, Part II

Lecture 5: Futures, forwards and trading strategies.

Slides for Lecture 5

Handwritten Notes for Lecture 5

Lecture 6: Brownian Motion, Black-Scholes and Bachelier Formulas

Slides for Lecture 6

Audio-video recording for Lecture 6

Lecture 7: Problem session on pricing models

Audio-video recording for Lecture 7

Handwritten Notes for Lecture 7

Last year's exam with solutions.