京东 11.11 红包
4 The Expected Return of a Portfolio
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IFM_1Introductory Derivatives - Forwards and Futures
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IFM——2General Propertiesof OptionsPart 1——4comparing option
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5 SML and Alpha
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10 Diversification with an Equally-Weighted Portfolio
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IFM_5Option Greeks and Risk Management
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17 Optimal Investor Portfolio
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18 Optimal Investor Portfolio - Examples
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2 Historical Realized Returns
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IFM——8Asset Pricing Models
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13 Rebalancing and Break-even
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01 The Normal Distribution vs. The Lognormal Distribution
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4 CAPM - Examples
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3 Empirical Evidence Against the EMH- Market Anomalies
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03 Greeks - Vega, Rho, and Psi
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6 Mechanics of an IPO
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08 Strike Price Effects
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02 Bounds of Option Prices - Upper Bounds
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01 Option Pricing- Replicating Portfolio - Part 1
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3 The Capital Asset Pricing Model (CAPM)
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01 Gap Options
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1 Forms of Market Efficiency
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05 Greeks - Example
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06 Greek Measures for a Portfolio
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2. Gamma
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24 Combining Options - Strangle
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2. Hypergeometric
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01 Greeks - Intro and Delta
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07 Elasticity and Related Concepts
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5 Initial Public Offering
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6 Revisiting -Adding a New Investment-
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11Graphing Payoffs - Examples
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10 Fitting Stock Prices to a Lognormal Distribution
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25 Combining Options - Butterfly Spread
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11 Diversification with a General Portfolio
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08 Multiple-Period Risk-Neutral Valuation
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2 Value-at-Risk (VaR)
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05Options as Insurance - Selling Insurance
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13 Combining Options - Bull Spread
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16 Combining Risky Assets with Risk-Free Assets
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11 Monte Carlo Simulation