Lectures related to Bond option

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

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

Introduction to Finance: Options in Corporate Finance

Introduces options in corporate finance, covering markets, terminology, and graphical representations.

Principles of Finance: Options in Corporate Finance

Explores options in corporate finance, covering graphical representations, option pricing, call-put parity, early exercise, and volatility estimation.

American Options: Pricing and Strategies

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

Forward Measures: Interest Rate Models

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Financial Market Models: Arbitrage and Completeness

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

Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

Natural Language Processing in Finance

Delves into how NLP is transforming finance through market signals and expertise.

Options in Corporate Finance

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

Risk-neutral Valuation: Traded Securities

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

Principles of Finance: Interest Rates and Bond Valuation

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

Interest Rates: Term Structure and Valuing Bonds

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

Binomial Pricing and Replication

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Bond Valuation and Spot Rates

Explores bond valuation and spot rates, showing how market prices reflect investors' required returns.

Stochastic Simulation: Variance Reduction Techniques

Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.

Financial Innovation: Implied Volatility

Delves into implied volatility, historical volatility, option pricing implications, and various volatility models in financial innovation.

Interest Rates and Contracts: Duration and Convexity

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

Financial Analysis: Bond Valuation

Explains bond valuation, Time-Weighted Rate of Return, and financial analysis using Excel.

Exchange Rates and Asset Returns

Explores the link between exchange rates and asset returns, including nominal and real rates, equilibrium exchange rate, and FX options.