Asset Pricing and Hedging in Complete Markets

Related lectures (32)

Page 3 of 4

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

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

Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.

Covers optimization problems in path finding and portfolio allocation.

Covers the Euler equation, dynamic programming, and optimal consumption in portfolio allocation.

Explores the optimization of international portfolio allocation and the principles of comparative advantage in trade.

Explores mean-variance efficient portfolios, factor models, and market efficiency in investment management.

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.

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