Risk-neutral Valuation: Traded Securities

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Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

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

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

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

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

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

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

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

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

Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.