Market Structure: Portfolio, Arbitrage, and Consumption

In course

Cillum voluptate occaecat nulla est mollit cillum exercitation nostrud cillum. Veniam commodo non culpa anim eu reprehenderit proident deserunt elit. Consequat irure anim occaecat consequat minim. Et dolore irure qui elit consequat qui duis proident quis non. Ut enim id elit enim non fugiat reprehenderit ea minim minim id elit proident. Commodo ipsum laboris consectetur in ea occaecat eiusmod aliquip.

Description

This lecture covers market structure, risky asset prices, portfolio holdings, completeness of markets, arbitrage, state prices, the law of one price, and optimal consumption-portfolio choice problems. It also discusses valuation functionals, the fundamental theorems of asset pricing, and risk-neutral measures.

Instructor

commodo dolor est

Laboris culpa ea sit cupidatat voluptate dolore aliqua consectetur non labore. Eu officia elit excepteur nostrud id eiusmod occaecat Lorem esse. Esse sint irure Lorem aute mollit fugiat nulla laborum. Tempor nisi laborum reprehenderit culpa voluptate deserunt dolore.

Official source

https://mediaspace.epfl.ch/media/0_odg7lmjd

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Economics

Microeconomics: Financial economics

Mathematics

Algebra: Linear algebra

Related lectures (54)