Asset Pricing: Fundamental Theorems

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Applications: Markov Models and Pricing

Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.

Asset Pricing and Portfolio Optimization

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

Factor Models and CAPM

Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.

Asset Pricing Theory: Dynamic Arbitrage Pricing

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

Binomial Pricing and Replication

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Risk-neutral Valuation

Explores risk-neutral valuation for European derivatives, EMMs, trading strategies, and market securities in financial modeling.

Principles of Finance: Options in Corporate Finance

Explores options in corporate finance, covering graphical representations, option pricing, call-put parity, early exercise, and volatility estimation.

American Options: Pricing and Strategies

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

Delta Hedging and the Greeks

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

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