Asset Pricing and Hedging in Complete Markets

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Optimization Methods: Theory Discussion

Explores optimization methods, including unconstrained problems, linear programming, and heuristic approaches.

Asset Pricing and Portfolio Optimization

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

Asset Pricing Theory: Mean Variance Analysis

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

Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Financial Performance Evaluation

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Portfolio Choice with Leverage Constraints

Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.

Factor Models in Finance

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

Asset Pricing Theory: Dynamic Arbitrage Pricing

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

Introduction to Derivatives: Trading

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

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.