Pricing European call and put options in the binomial model
Changing measures for random variables, examples
Ito's formula
Modeling stock price with geometric Brownian motion
Black-Scholes-Merton theorem
Price of a forward contract, put-call parity
Martingale processes under the risk-neutral measure, risk-neutral pricing formula
Connection between the risk-neutral measure and arbitrage opportunities
T-forward measure
Zero coupon bonds, forward prices under the forward measure
Instantaneous forward rate, its evolution under the HJM model
Forward LIBOR
Literature: Steven Shreve: Stochastic Calculus for Finance II: Continuous-Time Models