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Covers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
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 the rise of share-holder activism, its impact on market performance, and the challenges faced by arbitrageurs in correcting mispricings.
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
