Asset Pricing: Fundamental Theorems

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Introduction to Derivatives

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

Multiperiod Valuation and Hedging

Explores arbitrage, martingale measures, and market completeness in multiperiod models, focusing on pricing and hedging strategies.

Factor Models in Finance

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.

Stochastic Simulation: Variance Reduction Techniques

Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.

Black-Scholes Formula: Risk-neutral Pricing and Option Pricing

Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.

Asset Pricing: Valuation and Arbitrage

Explores the fundamental theorem of asset pricing and the concept of state prices and risk-neutral measures.

Dynamic Arbitrage: Asset Pricing

Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.

Multiperiod Binomial Pricing

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

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.

Introduction to Finance: Options in Corporate Finance

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