Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
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.
Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.
Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.
