Financial Markets OverviewCovers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Arbitrage in Multiperiod ModelsExplores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Digital Markets RevolutionDelves into the digital markets revolution, discussing distributed ledger technology, Bitcoin, and automated decision-making.
Financial Time Series AnalysisCovers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.
