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Covers the Capital Asset Pricing Model, estimating betas, empirical evidence on returns versus beta, short-sale constraints, and optimal portfolio choice.
Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.
Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Explores risk-neutral valuation for European derivatives, EMMs, trading strategies, and market securities in financial modeling.
