Introduction to Derivatives

Related lectures (32)

Page 3 of 4

Explores various investment strategies, risk analysis, and valuation under uncertainty in financial markets.

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

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

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.

Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.

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

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

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

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