List of teaching videos for classes on 

  1. Portfolio Management
  2. Options and Derivatives



Portfolio Management
Videos 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 derivatives
Two 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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