Introduces derivatives, hedging, speculation, and engineering payoffs through trading and pricing.
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Explores financial big data analysis, focusing on correlations, response functions, and flash crashes.
Explores high frequency trading, ethical dilemmas in finance, and the importance of structural reforms in the industry.
Explores the dominance of the 'Big Four' audit firms and the impact of high-frequency trading on financial markets.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Explores the Master method, the Maximum Subarray Problem, and optimal solution structures.
Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.
Covers piecewise linear payoffs, types of contracts, binomial model, and trading strategies.
