Introduction to Derivatives

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Related lectures (32)

Principles of Finance: Options in Corporate Finance

Explores options in corporate finance, covering graphical representations, option pricing, call-put parity, early exercise, and volatility estimation.

Asset Pricing: Dynamic Arbitrage Pricing & Black-Scholes Formula

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Factor Models in Finance

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.

Factor Models in Finance

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Arbitrage in Multiperiod Models

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Market Structure: Portfolio, Arbitrage, and Consumption

Explores market structure, portfolio holdings, arbitrage, state prices, and optimal consumption-portfolio choices.

Asset Pricing and Portfolio Optimization

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.

Factor Models and Pricing Theory

Explores factor models, pricing theory, CAPM, and market portfolio efficiency.

Investments: Portfolio Selection and Asset Pricing

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

Share-holder Activism

Explores the rise of share-holder activism, its impact on market performance, and the challenges faced by arbitrageurs in correcting mispricings.

Portfolio Choice with Leverage Constraints

Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.

Multiperiod Binomial Pricing

Covers the concept of multiperiod binomial pricing and the Black-Scholes formula.

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