Lecture Slides

One deck per chapter, built from the instructor’s manual’s teaching maps and Learning Outcome Statements. Decks are faithful to the book: every slide’s claims trace to a chapter section or a manual LOS guide.

Chapter	Deck	Status
1. Alternative Assets and the Limits of Classical Financial Engineering	PPTX	Available
2. Probability, Stochastic Processes, and Financial States	PPTX	Available
3. No-Arbitrage, State Prices, and Incomplete Markets	PPTX	Available
4. Stochastic Discount Rates and Private-Market Risk Premia	PPTX	Available
5. Illiquidity and Non-Tradability	PPTX	Available
6. Sparse Observation, NAV Smoothing, and Filtering	PPTX	Available
7. Nonlinear Valuation	PPTX	Available
8. Cash-Flow Modeling of Fund Structures	PPTX	Available
9. Buyout Valuation: The Stochastic LBO	PPTX	Available
10. Venture Capital: Power Laws & Security Design	PPTX	Available
11. Private Credit: Default, Recovery, Covenants	PPTX	Available
12. Real Assets: Real Estate and Infrastructure	PPTX	Available
13. From Alternative Assets to Tradable Exposures	PPTX	Available
14. Optimal Stopping and Stochastic Control	PPTX	Available
15. Rough and Non-Markovian Dynamics	PPTX	Available
16. Malliavin Calculus and Sensitivity Analysis	PPTX	Available
17. Robust Valuation and Portfolio Construction	PPTX	Available