Risk-neutral Valuation

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Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.

Explores asset pricing theory, market efficiency, risk-return relationship, and the efficient frontier.

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

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

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Covers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Explores mean variance analysis, CAPM, risk aversion, and Sharpe ratio in asset pricing.

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

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

Delves into implied volatility, historical volatility, option pricing implications, and various volatility models in financial innovation.

Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.

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