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Lecture
Introduction to Derivatives: Trading
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Related lectures (32)
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Options in Corporate Finance
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Asset Pricing and Portfolio Optimization
Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.
Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation
Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.
Factor Models in Finance
Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.
Financial Market Models: Arbitrage and Completeness
Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.
Capital Asset Pricing Model
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Introduction to Derivatives
Introduces derivatives, forward contracts, options, and their financial uses.
Factor Models in Finance
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
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.
Asset Pricing Theory: Mean Variance Analysis
Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.
