867 pages; Run Through of Option Theory (this section is downloadable for all)
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Our last market notes were here:
We have not completed the convex optimization posts yet but we are developing them in parallel. In this post we introduce both mathematically rigorous and intuitively tenable arguments for option pricing theory.
The notes are free to download, but the references point to other Chapters…and you won’t be able to click and jump to the direct reference without the complete market notes.
Here you go:
Of course as we go along we will add to this chapter - this is just our introductory part on option theory.
Full market notes (paid readers):