Free curriculum you can assign this week

Probability distributions and expected value show up directly in implied volatility and the Black-Scholes formula's use of the normal CDF. CAPM and beta (Quant Investing) are a real-world regression example — literally the slope of a scatter plot of returns.

The five option Greeks are partial derivatives of one function (Black-Scholes) with respect to each of its five inputs. It's one of the more concrete applications of derivatives a calc student will see outside a physics class.

The curriculum was built for a AIME-qualifier audience and doesn't dumb down the math — but it also doesn't assume a finance background. Strong problem-solvers who already like math tend to move through it quickly.

Works as a 1-2 week unit in any personal finance or economics elective — stocks, financial statements, valuation, bonds, and retirement accounts, each with a short interactive exercise. No coding background assumed; the only math is arithmetic and percentages, so it's usable well below AP level.

The closest fit for AP Statistics (probability distributions, expected value) and AP Calculus AB/BC (derivatives — every Greek is literally a partial derivative of the Black-Scholes formula). Assign it as an applied-math capstone: students derive the formula, then implement it in Python and watch the curves move.

Best suited to a AMC/AIME-track student working independently, or a CS/stats elective with room for a short project — CAPM, backtesting, and portfolio optimization each stand alone and don't require finishing the other two.