For the purpose of self-study, I am looking for an online course (lectures, exercises, solutions) that spans roughly the following topics:
- Stochastic integration
- Absence of arbitrage and martingale measures
- Fundamental theorem of asset pricing
- Option pricing and hedging
- Hedging duality
- Optimal investment problems
Preferably in continuous-time models. I have not been able to find a course on this subject that makes available lecture videos, exercises, and solutions.
My questions:
- Are you aware of any such course that's available online and includes all course materials for self-study?
- Do you have any other recommendations (literature or otherwise) for independent study of mathematical finance? I have a solid background in analysis, measure theory, and probability theory.