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Related lectures (32)
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Asset Pricing: Risk-Neutral Measure and State Prices
Covers risk-neutral measure, state prices, utility functions, and risk aversion in asset pricing.
Matlab Functions
Covers the implementation of various Matlab functions for a small macroeconomic model.
Asset Pricing: Utility Functions and Risk Management
Explores utility functions and risk management in asset pricing under uncertainty.
Specification of the deterministic part
Covers the specification of the deterministic part in choice models.
Choice Models: Specification and Heterogeneity
Covers the specification of choice models with qualitative attributes and discusses modeling heterogeneity through segmentation.
Microeconomic Consumer Theory
Covers choice models, consumption bundles, budget constraints, and demand functions in microeconomic consumer theory.
Labor and Firm Theory
Explores labor theory, firm productivity, and decentralized economic equilibrium in macrofinance.
Expected Utility and Risk-Aversion: Theoretical Foundations
Explores expected utility, risk-aversion, insurance premiums, and portfolio choice in asset pricing.
Stochastic Optimal Control: Martingale Theorem
Explores Stochastic Optimal Control, emphasizing Optimal Consumption and Investment, the Martingale Representation Theorem, and the Verification Theorem.
Ingredients of choice theory
Covers the theoretical foundations of choice theory and its key components for decision making.
