Lectures related to State prices

Efficient Markets: Implications and Anomalies

Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.

The Binomial Model

Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.

International Portfolio Allocation

Explores the optimization of international portfolio allocation and the principles of comparative advantage in trade.

Forward Measures: Interest Rate Models

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Investments: Portfolio Selection and Asset Pricing

Covers portfolio selection, asset pricing, market efficiency, and risk management in investments.