I taught Finance at the New York University Stern School of Business for more than 40 years.
My main course was Futures and Options along with others in related areas.
Here is a selection of my class notes and other teaching materials
from those courses, in PowerPoint and .pdf formats.
They are free to use for non-commercial purposes
Futures, Options and Other Derivatives
2019 Syllabus (.pdf)
Part I: Forwards and Futures (153 slides, 4.1mb) (.pptx)
Part II: Options (143 slides, 5.7mb) (.pptx)
Part III: Other Derivatives: Rates, Mortgages, Credit, Exotics (100 slides, 1.2mb) (.pptx)
Math Review for Derivatives (.pdf)
Option Valuation Spreadsheet, Homework Template and Solutions
Homework, Quizzes, and Final Exam Questions (.docx)
Trading Cash and Derivative Securities