Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

Related lectures (32)

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Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.

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

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

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

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

Explores equilibrium and Pareto optimality in asset pricing theory, emphasizing market equilibrium conditions and welfare theorems.

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

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

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

Explores the Capital Asset Pricing Model, estimating betas, performance evaluation, and empirical evidence.