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Explores gas refrigeration systems, including Brayton cycles and heat pumps, discussing principles, performance, and optimization approaches.
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Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Options in Corporate Finance
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Fourier Analysis: Lecture Recap
Offers a recap of Fourier Analysis, focusing on key concepts and formulas.
Principles of Finance: Options in Corporate Finance
Explores options in corporate finance, covering graphical representations, option pricing, call-put parity, early exercise, and volatility estimation.
Introduction to Derivatives
Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Black-Scholes Formula: Risk-neutral Pricing and Option Pricing
Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.
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.
Black-Scholes-Merton Model
Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.
Binomial Pricing and Replication
Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

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