Applications: Markov Models and Pricing

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Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

Delves into implied volatility, historical volatility, option pricing implications, and various volatility models in financial innovation.

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

Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

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

Explores finance principles, interest rates, bond valuation, and sustainable investing.

Explores duration and convexity in interest rate models for bond portfolio hedging.

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

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.