Login to filter by course Login to filter by course Reset
Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
