Introduction to DerivativesCovers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Introduction to DerivativesCovers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Financial Markets OverviewCovers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Efficient Markets HypothesisExplores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.
Introduction to DerivativesIntroduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Factor Models in FinanceExplores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.
