Factor Models in Finance

Related lectures (32)

Page 3 of 4

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.

Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.

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

Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

Explores dynamic programming for optimizing portfolio choices and asset pricing theory.

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.