NPTEL : NOC:Probability and Stochastic for Finance II (Humanities and Social Sciences)

Co-ordinators : Dr. Joydeep Dutta


Lecture 1 - Fundamentals of Interest Rates

Lecture 2 - Fixed Income Securities

Lecture 3 - Term Structure of Interest Rates - I

Lecture 4 - Optimization Models In Finance

Lecture 5 - Crash course on KKT Condition

Lecture 6 - Mean Variance Portfolio Optimization - I

Lecture 7 - Mean Variance Portfolio Optimization - II

Lecture 8 - Mean Variance Portfolio Optimization - III

Lecture 9 - Mean Variance Portfolio Optimization - IV

Lecture 10 - Last lecture on Portfolio Optimization

Lecture 11 - Capital Asset Pricing Model

Lecture 12 - The Binomial Model [Lox-Ross-Rubenstein Model]

Lecture 13 - The Binomial Method - II

Lecture 14 - Binomial Method - III (Multiperiod model)

Lecture 15 - Binomial model - IV

Lecture 16 - Girsanav's Theorem (Basic tool)

Lecture 17 - Girsanav's Theorem (Statement and proof)

Lecture 18 - Stock price under risk netral measure

Lecture 19 - The Black Scholes formula

Lecture 20 - Final Lecture