Concept
Asset pricing
Related lectures (101)
Equilibrium State Prices Determination
Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.
Asset Pricing: Theory and Applications
Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.
Quantitative Risk Management: Linear Strategies
Explores linear strategies in risk management, translating signals into positions and exploiting predictability.
Equity Premium Puzzle
Explores the Equity Premium Puzzle and its macrofinance implications.
International Portfolio Allocation
Explores the optimization of international portfolio allocation and the principles of comparative advantage in trade.
Dynamic Arbitrage: Asset Pricing
Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.
Asset Pricing: Excess Volatility Puzzle
Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.
Stochastic Simulation: Variance Reduction Techniques
Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.
Foundations of Financial Economics
Covers financial economics basics, including time value of money, risk/return tradeoff, and capital structure, preparing students for real-world financial decision-making.
Introduction to Derivatives
Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.