Stochastic volatility

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Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.

Explores machine learning applications for finance, focusing on volatility estimation and quantitative strategies in different market regimes.

Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Explores efficient portfolios, risk management, and the CAPM model in finance.

Covers stylized facts in finance and reproducible research in scientific computing.

Explores stock valuation, risk-return relationship, and portfolio returns based on weights.

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Explores interest rate derivatives, specifically caps and floors, cap-floor parity, pricing formulas, and implied volatilities.