Price Signals in Algorithmic Trading

Related lectures (32)

Page 2 of 4

Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.

Delves into how NLP is transforming finance through market signals and expertise.

Analyzes the 2010 flash crash, focusing on high frequency trading impact.

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Explores high frequency trading, ethical dilemmas in finance, and the importance of structural reforms in the industry.

Introduces derivatives, hedging, speculation, and engineering payoffs through trading and pricing.

Covers piecewise linear payoffs, types of contracts, binomial model, and trading strategies.

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.