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Lecture
Asset Pricing: Fundamental Theorems
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Related lectures (34)
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Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Asset Pricing: Theory and Applications
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Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.
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Options in Corporate Finance
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Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Financial Market Models: Arbitrage and Completeness
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Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.
Introduction to Derivatives
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Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Introduction to Derivatives
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Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Risk-neutral Valuation: Traded Securities
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Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.
Arbitrage in Multiperiod Models
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Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
The Black-Scholes-Merton Model
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Covers the Black-Scholes-Merton model, dynamics, self-financing strategies, and the PDE.
Applications: Markov Models and Pricing
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Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.
The Binomial Model
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Covers the binomial model for asset pricing, including options pricing and convergence to the Black-Scholes model.
Binomial Pricing and Replication
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Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.
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