[Verse 1] Black and Scholes built the castle where options find their price Volatility's the heartbeat, time decay rolls the dice Delta measures how we pivot when the stock begins to sway Gamma's second-order secrets show acceleration's play [Chorus] Finance flows through Wharton halls Greeks and bonds and margin calls Mean reversion, arbitrage Duration shields from interest's charge CAPM's beta tells the tale When markets boom or when they fail [Verse 2] Markowitz drew the frontier where risk meets sweet return Three factors Fama-French discovered, market lessons learned Duration measures bond sensitivity to shifting yield Convexity curves the story that linear math concealed [Chorus] Finance flows through Wharton halls Greeks and bonds and margin calls Mean reversion, arbitrage Duration shields from interest's charge CAPM's beta tells the tale When markets boom or when they fail [Verse 3] Leveraged buyouts flip the script with debt's strategic weight Private equity masters know which deals will generate Basel rules keep banks in check with capital they must hold While behavioral quirks expose why markets don't unfold [Bridge] Term structure curves predict tomorrow Currency hedges ease the sorrow Of exchange rate fluctuation Cross-border correlation [Verse 4] Securitization slices risk in tranches neat and clean Merger synergies promise more than balance sheets have seen Venture capital plants the seeds in startups bold and bright Integration post-deal determines if the future's right [Chorus] Finance flows through Wharton halls Greeks and bonds and margin calls Mean reversion, arbitrage Duration shields from interest's charge CAPM's beta tells the tale When markets boom or when they fail [Outro] From derivatives to M&A Portfolio theory shows the way Wharton's finance legacy Built on quantitative mystery
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