American Derivatives: Pricing and Hedging

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Page 3 of 4

Delves into implied volatility, historical volatility, option pricing implications, and various volatility models in financial innovation.

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

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

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

Covers the concept of multiperiod binomial pricing and the Black-Scholes formula.

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

Explores consumer psychology in pricing, value-based pricing, and distribution channels.

Explores the economic impact of innovations, focusing on valuation, consumer surplus, and welfare effects.

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Introduces options in corporate finance, covering markets, terminology, and graphical representations.