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Related lectures (32)
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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.
Nitrogen Removal: Nitritation and ANAMMOX
Explores nitrogen removal in WWTPs through nitritation and ANAMMOX, addressing key figures, challenges, and process options for efficient removal.
Introduction to Derivatives
Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Price Signals in Algorithmic Trading
Explores the use of machine learning in algorithmic trading to optimize price signals and minimize slippage in futures markets.
Risk-neutral Valuation
Explores risk-neutral valuation for European derivatives, EMMs, trading strategies, and market securities in financial modeling.
Stochastic Calculus: Itô's Formula
Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.
Financial Analysis: Bond Valuation
Explains bond valuation, Time-Weighted Rate of Return, and financial analysis using Excel.
Natural Language Processing in Finance
Delves into how NLP is transforming finance through market signals and expertise.
Multiperiod Binomial Pricing
Covers the concept of multiperiod binomial pricing and the Black-Scholes formula.
Leverage Effect in Financing
Explores the leverage effect in financing, showcasing how borrowing money can magnify returns and the importance of considering different interest rates in leverage analysis.
Interest Rate Derivatives: Calibration Example
Covers the calibration of interest rate models using a two-factor Gaussian HJM model and the computation of Black and Bachelier cap vegas.
Principles of Finance: Annuities, Interest Rates, and Present Value
Covers annuities, interest rates, present value, and the time value of money.
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