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...F ects pricing financial derivatives professor eulalia nualart e mail es office introduction this is an optional course of the master in finance that gives to one branches requires advanced quantitative techniques which taking observed market prices as input we will introduce and use mathematical tool stochastic calculus obtain corresponding value stock fundamental theorem arbitrage free key theorems while black scholes formula models also see how theory extends interest rates objectives main purpose machinery show it can be applied solve problem hedging on continuous discrete time such options futures forwards contracts by end students have good knowledge these products work are they used priced institutions hedge their risks when trade required background expected taken during studies a basic probability statistics therefore expect them familiar with concepts space random variables distribution variable common distributions normal poisson etc expectations however all revised learning...