Don M. Chance
A Course in Derivatives using My Teaching Notes

Many people ask me about a formal set of readings to learn about options and derivatives at a reasonably rigorous level.  Of course, a book is the best route to take.  A book is written in a logical order, building on itself, and using consistent notation.  I certainly recommend my book and that of John Hull and others as a better approach, but I have here an alternative.  These teaching notes, which are on my Instructional web page were written from time to time over my career to help my own students.  I have received numerous compliments from all over the world for these notes.  They were written, however, in no particular order.  If I felt a topic needed a note, I would write one.  When people ask me what to read, I often point to these, because they are free (even though I would love for you to buy my books).  My new research assistants are always pointed to this page from the first day.  I finally decided, however, that the page was haphazardly organized and that with a little work, I could assemble these into a logical order, one in which the material starts off low and builds.  That is what this page is for.  I cannot guarantee the order is perfect, but it should be close to optimal.  If you have any suggestions for re-ordering or new notes that fill in gaps, let me know.

Thus, if you want to learn derivatives, take these in order.

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Last updated:  May 27, 2012