Lecture
Options in Corporate Finance
Related lectures (85)
The Black-Scholes-Merton Model
Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.
Financial Market Models: Arbitrage and Completeness
Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.
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.
Portfolio Theory: Risk Parity Strategy
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.
The Binomial Model
Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
Efficient Markets: Implications and Anomalies
Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.
Delta Hedging and the Greeks
Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Introduction to Finance: Options in Corporate Finance
Introduces options in corporate finance, covering markets, terminology, and graphical representations.
Binomial Pricing and Replication
Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.