Mini Lectures by Mark Rubinstein

Trancriptions by Massimiliano McGuire

– Zero-Sum Games and Human Psychology (wav, pdf)
– Exchange Seats (wav, pdf)
– Size of Derivatives Market (wav, pdf)
– Circuit Breakers and Limit Moves (wav, pdf)
– Clearing (wav, pdf)
– Marking-to-the-Market (wav, pdf)
– LTCM (wav, pdf)
– Cash Settlement (wav, pdf)
– Market vs Limit Orders (wav, pdf)
– How to Cheat Your Customer (wav, pdf)
– Derivatives on the DJIA (wav, pdf)
– Rolling Over Short-Term Bonds (wav, pdf)
– Short selling (wav, pdf)
– Forward-Spot Parity Relation (wav, pdf)
– Third Assumption for Futures-Spot Parity (wav, pdf)
– Present Value of Asset Price (wav, pdf)
– Two Key Questions (wav, pdf)
– Currency Forwards (wav, pdf)
– Convenience Yield (wav, pdf)
– Futures Delivery Option (wav, pdf)
– Forward-Spot Parity Implications (wav, pdf)
– Riskless Return (wav, pdf)
– Repurchase Agreements – Riskless Return (wav, pdf)
– Forward vs Future Spot Returns (wav, pdf)
– Implied Repo Rate (wav, pdf)
– Swaps (wav, pdf)
– European Time-to-Expiration (wav, pdf)
– Implied Riskless Return (wav, pdf)
– Put-Call Parity Algebra (wav, pdf)
– Fiduciary Calls (wav, pdf)
– Puts, Calls and Expected Returns (wav, pdf)
– Estimating Volatility in Theory (wav, pdf)
– Estimating Volatility in Practice (wav, pdf)
– Black-Scholes Assumptions (wav, pdf)
– Estimating Means (wav, pdf)
– Direct Risk-Neutral Derivation (wav, pdf)
– Black-Scholes Interpretation (wav, pdf)
– Black-Scholes Put Prices (wav, pdf)
– Black-Scholes Generalizations (wav, pdf)