| Date |
Topics |
|
05.10.2015
|
 |
Leaflet (day for final exam corrected) |
Topics:
- Organisatorical issues
- Key Ideas and Research Methods in Financial Economics
|
|
06.10.2014
|
Topics:
- Financial decisions and the theory of choice
Prepare review problems 1 and 5.
We will not discuss these problems in the lecture and you need not tick them.
But you may upload your solutions in Moodle.
|
|
12.10.2014
|
Problem set 1: 1-3 - tick problems
|
|
13.10.2015
|
Topics:
- Financial decisions and the theory of choice
- Fisher separation
- Hedging risk, demand for insurance
|
|
19.10.2015
|
Problem set 2: 4-5 - tick problems
|
|
20.10.2015
|
Problem set 2: 6 - tick problem again
Topics:
- Demand for insurance: graphical illustration
- Decision under uncertainty (risk)
Prepare review problems 2 and 3.
|
|
26.10.2015
|
National Holiday
|
|
27.10.2015
|
Problem set 3: 7-9 - tick problems
Topics:
- Decision under uncertainty (risk): Axioms underlying Expected Utility Theory
|
|
02.11.2015
|
All Souls' Day (lecture free)
|
|
03.11.2015
|
Problem set 4: 10-12 - tick problems
Topics:
- Decision under uncertainty (risk):
- Observed Facts, Ambiguity and Uncertainty
- Risk Aversion
|
|
09.11.2015
|
Problem set 5: 13-15 - tick problems
Topics:
- Decision under uncertainty (risk): Risk Aversion
|
|
10.11.2015
|
Topics:
- Decision under uncertainty (risk): Measuring Risk Aversion
- Optimal Portfolio Selection and Risk Diversification: Mean-Variance Approach
|
|
16.11.2015
|
Problem set 6: 16-20 - tick problems
|
|
17.11.2015
|
Topics:
- Optimal Portfolio Selection and Risk Diversification: Mean-Variance Approach
|
23.11.2015
HS 3
|
Problem set 7: 21-26 - tick problems
Please note that you have to tick those problems we do not discuss on Monday for Tuesday again.
Topics:
- Distribution of returns
- Remarks on the mean-variance approach
|
|
24.11.2015
|
|
30.11.2015
|
14:00-16:00, HS 14: Midterm Exam
|
|
01.12.2015
|
Topics:
- Market Equilibrium
in the Mean-Variance Framework:
The Capital Asset Pricing Model (CAPM)
|
|
07.12.2015
|
Topics:
- Market Equilibrium
in the Mean-Variance Framework:
The Capital Asset Pricing Model (CAPM)
- Two-Period Model: State-Preference Approach
|
|
08.12.2015
|
Holiday |
|
14.12.2015
|
Problem sets 8-9: 27-31 - tick problems
|
|
15.12.2015
|
Problem set 9: 30 - tick problem
Please tick problem again!
Topics:
- Two-Period Model: State-Preference Approach
- No-Arbitrage Principle
Prepare review problem 6.
|
|
11.01.2016
|
Topics:
- No-Arbitrage Principle:
- The Fundamental Theorem of Asset Prices
- Pricing of Derivatives
|
|
12.01.2016
|
Topics:
- Limits to Arbitrage
- Consumption Based Asset Pricing
- Equilibrium Pricing
|
|
18.01.2016
|
Topics:
- Equilibrium Pricing: graphical illustration by an Edgeworth Box
Problem sets 10-12 - tick problems
|
|
19.01.2016
|
|
25.01.2016
SeR 16
|
no lecture
|
|
26.01.2016
|
11:30-13:30, HS 14: Final exam
|
Contact