Related lectures (43)
Market Structure: Portfolio, Arbitrage, and Consumption
Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.
Asset Pricing: Fundamental Theorems
Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.
Asset Pricing: Theory and Applications
Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
Mean-Variance Portfolio Optimization
Explores Mean-Variance Utility, optimal portfolio choice, diversification benefits, efficient frontiers, and risk-free assets in portfolio optimization.
Black-Scholes Formula: Risk-neutral Pricing and Option Pricing
Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.
Risk-neutral Valuation
Explores risk-neutral valuation for European derivatives, EMMs, trading strategies, and market securities in financial modeling.
Dynamic Arbitrage: Asset Pricing
Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.
Multiperiod Valuation and Hedging
Explores arbitrage, martingale measures, and market completeness in multiperiod models, focusing on pricing and hedging strategies.
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Girsanov's Theorem: Numerical Simulation of SDEs
Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.