Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Explores Portfolio Theory with a focus on the Risk Parity Strategy, discussing asset allocation proportional to the inverse of volatility and comparing different diversified portfolios.
Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
