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Related lectures (32)

Electromagnetism: UNIL-208 Log in to Mediaspace to watch this video

Introduces the basics of electromagnetism, covering derivatives, vector calculus, scalar and vector products, and their applications in physics and engineering.

Risk-neutral Valuation Log in to Mediaspace to watch this video

Explores risk-neutral valuation for European derivatives, EMMs, trading strategies, and market securities in financial modeling.

Arbitrage in Multiperiod Models Log in to Mediaspace to watch this video

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Foundations of Financial Economics Log in to Mediaspace to watch this video

Covers financial economics basics, including time value of money, risk/return tradeoff, and capital structure, preparing students for real-world financial decision-making.

Multiperiod Valuation and Hedging Log in to Mediaspace to watch this video

Explores arbitrage, martingale measures, and market completeness in multiperiod models, focusing on pricing and hedging strategies.

Portfolio Choice with Leverage Constraints Log in to Mediaspace to watch this video

Explores optimal portfolio choice with leverage constraints, the security market line, alpha, empirical evidence, CAPM limitations, APT extensions, and modern finance insights.

Investments: Understanding Bull and Bear Markets Log in to Mediaspace to watch this video

Explores bull and bear markets, market cycles, Covid crisis impact, and investment strategies.

Course Overview & Introduction to OLS Log in to Mediaspace to watch this video

Introduces the FIN-403 Econometrics course, emphasizing practical application of standard econometric models like Ordinary Least Squares (OLS) in economic and financial contexts.

Applications: Markov Models and Pricing Log in to Mediaspace to watch this video

Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.

Game Theory Applications: Project Proposals and Examples Log in to Mediaspace to watch this video

Provides guidance on project proposals in game theory, showcasing past examples and emphasizing problem formulation and mathematical modeling.

Investment Choice: Analysis and Decisions Log in to Mediaspace to watch this video

Explores investment analysis, including scrap values, discount rates, and internal rates of return.

Natural Language Processing Log in to Mediaspace to watch this video

Introduces Natural Language Processing, covering text preprocessing, sentiment analysis, and topic analysis, with a focus on building a climate change risk index.

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