Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Introduces derivatives, their value dependencies, historical evolution, and forward contract payoff structures.
Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
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.
Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.
Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
