京东 11.11 红包
08 Multiple-Period Risk-Neutral Valuation
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IFM_1Introductory Derivatives - Forwards and Futures
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4 Coherent Risk Measures
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10 Multiple-Period Binomial Option Pricing - Example
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3 Tail Value-at-Risk (TVaR)
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IFM_7MeanVariance Portfolio Theory
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09 Multiple-Period Replicating Portfolio Approach
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2 Empirical Evidence Supporting the EMH
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IFM——6GeneralPropertiesofOptionsPart2
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10 Diversification with an Equally-Weighted Portfolio
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07 Multiple-Period Binomial Option Pricing
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01 Barrier Options
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08Put Options - Payoffs
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10 Fitting Stock Prices to a Lognormal Distribution
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16 Combining Risky Assets with Risk-Free Assets
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09 Portfolio Elasticity and Risk Premium
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11 Levered Firms as Comparables - continued
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09 Risk-Neutral Pricing
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19 Guarantee Value Formulas, Underlying
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8 The Volatility of a Large Portfolio
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19 Combining Options - Ratio Spread
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3 Empirical Evidence Against the EMH- Market Anomalies
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24 Combining Options - Strangle
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14 Combining Options - Bull Spread Example
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13 Combining Options - Bull Spread
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01 Bounds of Option Prices - Lower Bounds
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11 Diversification with a General Portfolio
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02Options as Insurance
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02 Lognormal Model for Stock Prices - Distribution
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22 Options - Collared Stock
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16 MM Proposition II (Without Taxes) - WACC with Multiple Securities
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08 Strike Price Effects
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5 The Behavior of Individual Investors
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3 Pre-Money and Post-Money Valuation
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02 Asian Options - Example 1
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44Synthetic Positions - Synthetic Treasury
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1 Forms of Market Efficiency
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9 Corporate Debt
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20 Factors Affecting the Timing of Investments
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4 The Efficiency of the Market Portfolio
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IFM_10 Investment Risk and Project Analysis