Financial Markets OverviewCovers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Introduction to DerivativesCovers derivatives pricing, replication, and interpretation, including examples of call options, forward contracts, and put options.
Introduction to DerivativesIntroduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Introduction to DerivativesCovers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Delta Hedging and the GreeksExplores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.
Arbitrage in Multiperiod ModelsExplores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Share-holder ActivismExplores the rise of share-holder activism, its impact on market performance, and the challenges faced by arbitrageurs in correcting mispricings.
Options in Corporate FinanceIntroduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
