Flash Crash Systemic Event

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

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Explores the financial applications of blockchains, including DeFi, lending protocols, DAOs, flash loans, and token-based insurance solutions.

Explores trading strategies in mathematical finance, backtesting scientific models, and the challenges of non-stationary markets.

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

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

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

Explores the applications of artificial intelligence in finance, featuring talks and showcases.

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

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