Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Covers financial economics basics, including time value of money, risk/return tradeoff, and capital structure, preparing students for real-world financial decision-making.
Provides an in-depth analysis of factor investing, including value and growth stocks, small and big stocks, and the momentum anomaly.
