Introduction to Derivatives: Trading

Related lectures (32)

Page 3 of 4

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

Explores efficient portfolios, risk management, and the CAPM model in finance.

Covers asset pricing, hedging, American claims, stopping times, and dynamic programming in finance.

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Explores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.

Explores the Capital Asset Pricing Model, covering risk-return trade-off, SML, betas estimation, and applications in finance.

Covers the Euler equation, dynamic programming, and optimal consumption in portfolio allocation.

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.