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Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Introduces derivatives, their value dependencies, historical evolution, and forward contract payoff structures.
Explores the deposit contract structure and liquidity risk management in financial intermediation, emphasizing the importance of mitigating risks and ensuring liquidity.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
