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Related lectures (32)

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Risk-neutral Valuation: Traded Securities

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

Principles of Finance: Interest Rates and Bond Valuation

Explores finance principles, interest rates, bond valuation, and sustainable investing.

Interest Rates: Term Structure and Valuing Bonds

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.

Binomial Pricing and Replication

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Bond Valuation and Spot Rates

Explores bond valuation and spot rates, showing how market prices reflect investors' required returns.

Stochastic Simulation: Variance Reduction Techniques

Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.

Financial Innovation: Implied Volatility

Delves into implied volatility, historical volatility, option pricing implications, and various volatility models in financial innovation.

Interest Rates and Contracts: Duration and Convexity

Explores duration and convexity in interest rate models for bond portfolio hedging.

Financial Analysis: Bond Valuation

Explains bond valuation, Time-Weighted Rate of Return, and financial analysis using Excel.

Exchange Rates and Asset Returns

Explores the link between exchange rates and asset returns, including nominal and real rates, equilibrium exchange rate, and FX options.