| Lecture Slides |
Topic |
|
01 |
Introduction - Empirical Evidence |
|
One Period Model |
|
02 |
Securities Structure: Options, Forward, Futures |
|
03 |
Pricing + Single Factor State-price Beta Model |
|
04 |
Risk Measures and Preferences |
|
05 |
Aggregation and Pareto Efficiency |
|
06 |
Equity Premium Puzzle |
|
07 |
Mean-Variance Analysis, Portfolio Theory and CAPM |
|
|
Multi Period Model |
|
08 |
Filtrations, Event Prices, Dynamic Completion,
Ponzi Schemes, Rational Bubbles |
| 09 |
Fixed Income, Futures and Swaps |
| 10 |
Option Pricing |
| 11 |
Equilibrium Models: ICAPM, Hedging Demand,
Liquidity Risk |
|
12 |
Multiple Factor Pricing Models (APT, FF) |
|
13 |
Market Efficiency - Asymmetric Information
and Frictions |
