Introduction to Derivatives

Related lectures (32)

Page 2 of 4

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

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.

Explores the rise of share-holder activism, its impact on market performance, and the challenges faced by arbitrageurs in correcting mispricings.

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.

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

Covers financial statements and the time value of money in investment decisions and market pricing.

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

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