Lectures related to Single-stock futures

Explores the Equity Premium Puzzle and its macrofinance implications.

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

Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.

Covers interest rate futures, marking to market, convexity adjustment, and Vasiček model.

Covers the concept of tokenizing future yield and integrating a market for it.

Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.

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

Discusses regression trees, ensemble methods, and their applications in predicting used car prices and stock returns.