Factor Models in Finance

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Related lectures (36)

Principles of Finance: Efficient Portfolios and Risk Management Log in to Mediaspace to watch this video

Explores efficient portfolios, risk management, and the CAPM model in finance.

Market Liquidity: Equilibrium Prices and Portfolio Choice Log in to Mediaspace to watch this video

Explores mutual fund performance, market liquidity, and optimal portfolio choice with transaction costs.

Principles of Finance: Portfolio Optimization and CAPM Log in to Mediaspace to watch this video

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Financial Performance Evaluation Log in to Mediaspace to watch this video

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Mean-Variance Efficient Frontier Log in to Mediaspace to watch this video

Explores the Mean-Variance case, Market Equilibrium, CAPM, and Efficient Market Hypothesis.

Financial Market Models: Arbitrage and Completeness Log in to Mediaspace to watch this video

Explores arbitrage-free and complete financial market models, risk-neutral probabilities, structured notes pricing, and option hedging.

Options in Corporate Finance Log in to Mediaspace to watch this video

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

Introduction to Finance: Risk and Return in Portfolios Log in to Mediaspace to watch this video

Covers risk and return tradeoffs in portfolios, diversification benefits, and the efficient frontier with multiple assets.

Portfolio Optimization: Risk and Return Log in to Mediaspace to watch this video

Explores the tradeoff between risk and return in portfolios, the benefits of diversification, and the impact of correlation on portfolio risk.

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.

Efficient Market Hypothesis: Evidence and Event Studies Log in to Mediaspace to watch this video

Explores evidence against EMH, event studies, abnormal return methodology, and mutual fund performance.

Introduction to Finance: Risk and Return Log in to Mediaspace to watch this video

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.

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.

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.

Quantum Chemistry: Wave Functions and Operators Log in to Mediaspace to watch this video

Covers the fundamentals of quantum chemistry, focusing on wave functions, operators, and observable properties.

Master's Program in Computational Science and Engineering Log in to Mediaspace to watch this video

Outlines the Master's program in Computational Science and Engineering at EPFL, detailing its structure, curriculum, and career opportunities for graduates.

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