Lectures related to Quantitative finance

Asset Pricing and Hedging in Complete Markets

Covers asset pricing, hedging, American claims, stopping times, and dynamic programming in finance.

Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.

American Derivatives: Pricing and Hedging

Explores American derivatives pricing, hedging, and replication strategies in financial markets.

Equilibrium State Prices Determination

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Price Signals in Algorithmic Trading

Explores the use of machine learning in algorithmic trading to optimize price signals and minimize slippage in futures markets.

Portfolio Theory: Risk Parity Strategy

Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.