Lectures related to Stochastic Optimal Control: Martingale Theorem

Investment Strategies and Risk Analysis Log in to Mediaspace to watch this video

Explores various investment strategies, risk analysis, and valuation under uncertainty in financial markets.

The Black-Scholes-Merton Model Log in to Mediaspace to watch this video

Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.

Optimization Problems: Path Finding and Portfolio Allocation Log in to Mediaspace to watch this video

Covers optimization problems in path finding and portfolio allocation.

Risk Assessment: Understanding Uncertainty in Environmental Projects Log in to Mediaspace to watch this video

Covers risk and uncertainty in environmental projects, focusing on cost-benefit analysis and the concept of certainty equivalent for risk-averse individuals.

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

Delves into financial economics, exploring corporate governance, NPV, and agency problems.

International Portfolio Allocation Log in to Mediaspace to watch this video

Explores the optimization of international portfolio allocation and the principles of comparative advantage in trade.