List of teaching videos for classes on 1. Portfolio Management 2. Options and Derivatives

Portfolio ManagementVideos on the mechanics of the efficient frontier in excel How to plot the efficient frontier with three assets How to plot the efficient frontier with two assets (easy case)

Options and derivativesTwo sets of videos: - no-arbitrage pricing of forward contracts - binomial pricing (two and three periods) Create an arbitrage with a forward contract Create a synthetic forward contract Pricing an option using a binomial tree (standard replication with two periods) Pricing an option using a binomial tree (risk-neutral method) Pricing an option using a binomial tree (multiple periods)

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