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Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Delves into the Capital Asset Pricing Model, market portfolio, Security Market Line, betas estimation, and liquidity risk.
Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.
Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.
Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
