The Binomial ModelCovers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Options in Corporate FinanceIntroduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Introduction to DerivativesCovers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Dynamic Portfolio SelectionExplores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.
Dynamic Portfolio SelectionExplores dynamic portfolio selection, log-utility functions, risk aversion, and optimal control problems in financial markets.
