Lectures related to Brownian model of financial markets

Provides guidance on project proposals in game theory, showcasing past examples and emphasizing problem formulation and mathematical modeling.

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

Explores bull and bear markets, market cycles, Covid crisis impact, and investment strategies.

Explores risk-neutral valuation for European derivatives, EMMs, trading strategies, and market securities in financial modeling.

Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.

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

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