Introduction to Derivatives

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 2 of 4

Explores arbitrage, martingale measures, and market completeness in multiperiod models, focusing on pricing and hedging strategies.

Equilibrium State Prices Determination

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

Binomial Pricing and Replication

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Introduction to Derivatives

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Risk-neutral Valuation: Traded Securities

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

Asset Pricing Theory: Dynamic Arbitrage Pricing

Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.

Asset Pricing Theory: Mean Variance Analysis

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Factor Models and CAPM

Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.

American Derivatives: Pricing and Hedging

Explores American derivatives pricing, hedging, and replication strategies in financial markets.

Introduction to Derivatives

Covers forward contracts, options, hedging, and speculative strategies in derivatives trading.