Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Explores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
