Here is a sampling of mini-lectures by Mark Rubinstein:
1. 1st Fundamental Theorem
2. Black-Scholes Assumptions
3. Beyond Black-Scholes
4. Binomial Numerical Example
5. Covered Calls
6. Estimating Volatility in Practice
7. Estimating Volatility in Theory
8. LOR and Portfolio Insurance
9. Long Term Capital Management
10. Marking-to-the-Market
11. Protective Puts
12. Realized vs Implied Volatility
13. Replicating Calls
14. Risk-Neutral Probabilities
15. Swaps
16. Trinomial Option Pricing
17. Variance
18. What is Implied Volatility
Source: “Derivatives: A PowerPlus Picture Book” by Mark Rubinstein
Bio: Former Professor of Applied Investment Analysis, University of California at Berkeley