Financial Market Models: Arbitrage and Completeness

Related lectures (32)

Page 2 of 4

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

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

Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

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

Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

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

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