Lectures related to DeFi and DEXes: Liquidity Book Model

Financial Applications of Blockchains

Explores the financial applications of blockchains, including DeFi, lending protocols, DAOs, flash loans, and token-based insurance solutions.

Financial Innovation: Implied Volatility

Delves into implied volatility, historical volatility, option pricing implications, and various volatility models in financial innovation.

Quantitative Risk Management: Volatility Modeling

Covers volatility modeling in risk management, including ARMA, ARCH, GARCH models, causal representation, and forecasting.

Decentralized Finance: Lending Protocols

Explores DeFi lending protocols, interest rate models, AMM-based DEX mechanisms, and future research directions.

Principles of Finance: Efficient Portfolios and Risk Management

Explores efficient portfolios, risk management, and the CAPM model in finance.

Principles of Finance: Risk and Return

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Principles of Finance: Portfolio Optimization and CAPM

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Financial Time Series: Stylized Facts and Models

Explores financial time series, including ARMA and GARCH processes, emphasizing risk estimation.

Decentralized Autonomous Organizations: DAOs

Explores Decentralized Autonomous Organizations (DAOs) and their role in decentralized systems, smart contracts, and community investment.

Black-Scholes Formula: Risk-neutral Pricing and Option Pricing

Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.

Introduction to Finance: Risk and Return

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.

Price Returns Analysis

Covers the analysis of heavy-tailed price returns and clustered volatility in financial data.

Swaptions: Interest Rate Models

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Decentralized Finance: Derivatives

Delves into the world of decentralized finance derivatives, exploring crypto derivatives types and existing protocols while discussing the need for new derivatives and financial data oracles.

Blockchain Fundamentals: Overview and Use Cases

Provides an overview of blockchain technology, covering its history, key elements, use cases in different industries, and technical challenges.

Quantitative Risk Management: Volatility Modeling

Covers volatility modeling in quantitative risk management, including ARMA, ARCH, GARCH models, and forecasting.

Stylized Facts: Reproducible Research

Covers stylized facts in finance and reproducible research in scientific computing.

Financial Time Series Analysis

Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.

Interest Rate Derivatives: Caps and Floors

Explores interest rate derivatives, specifically caps and floors, cap-floor parity, pricing formulas, and implied volatilities.

ARCH and GARCH Models

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.