I need to make a presentation at the university about derivatives, I would like to talk about option, but the vanilla stuff is covered in course so I need to take something different, maybe pricing of exotics or something as i'm not very familiar with derivatives can somebody suggest something interesting. I'm not allowed to cover trading srategies, only theoretical/pricing stuff.
Thanks
Perhaps talk about local vol and stoch vol models.
If you don't know much about derivatives, I don't think you should go off talking about exotics. Revsly has it right, the most interesting topics on vanilla options theory are going to be on vol models. A similar topic you might consider is an analysis of implied-realized spread.
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