040638 EK KFK CF/FD/FI/FM: Principles of Finance

Andrea Gaunersdorfer
 

Date
Topics
03.03.2014
 no lecture (examination week in big classrooms)
05.03.2013
  Leaflet

Topics:

  • Organisatorical issues
  • Key Ideas and Research Methods in Financial Economics
  • Financial Decisions and the Theory of Choice: Intertemporal transfer of funds
10.03.2014
 Problem set 1: 1 - tick problem

Topics:

  • Review: The Axioms of Choice and the Principle of Maximum Utility
  • Financial Decisions and the Theory of Choice
12.03.2014
 Rectors Day/dies academicus (no classes)
17.03.2014
 Problem set 2: 2, 3 - tick problems

Topics:

  • Financial Decisions and the Theory of Choice
    • Fisher separation
19.03.2014
 Topics:
  • Financial Decisions and the Theory of Choice
    • Hedging risk
    • Decisions under Risk
24.03.2014
 Problem set 3: 4-6 - tick problems

Topics:

  • Decisions under Risk: Expected Utility Theory
26.03.2014
 Topics:
  • Decisions under Risk: Expected Utility Theory
31.03.2014
 Problem set 4: 7-10 - tick problems

Topics:

  • Decisions under Risk: Definition of risk aversion
02.04.2014
 Topics:
  • Decisions under Risk: Measuring risk aversion, Observed Facts
07.04.2014
 Problem set 5: 11, 13-17 - tick problems
09.04.2014
 Since we only discussed problems 16, 17 briefly you might upload thoroughly written solutions in Moodle. I will put a correct solution online such that all students can compare their solutions.

Topics:

  • Optimal Portfolio Selection and Risk Diversification: Mean-Variance Approach
14.04.2014
 Easter holidays
16.04.2014
 Easter holidays
21.04.2014
 Easter holidays
23.04.2014
 Easter holidays
28.04.2014
 Problem set 6: 23-25 - tick problems

Those of you who have the exam on the 28th of April, in the class 'Management Science', may upload the solutions on Moodle (deadline for uploading is the same as for ticking).

Topics:

  • Some remarks on the mean-variance approach
30.04.2014
 Problem set 6: 18-22 - tick problems
05.05.2014
 Problem set 6: 21-22 - tick problems again!

Topics:

  • CAPM
07.05.2014
 Topics:
  • CAPM
12.05.2014
 Problem set 7: 26-29 - tick problems
14.05.2014
 Topics:
  • CAPM: conceptual problems and anomalies

    end of topics relevant for the midterm exam

  • State preference theory
19.05.2014
 no lecture (examination week in big classrooms)
21.05.2014
 9:30-11:30: Midterm exam, HS 14
26.05.2014
 Problem set 8: 30-33 - tick problems

Topics:

  • State preference theory
  • No-Arbitrage Principle
28.05.2014
 Topics:
  • No-Arbitrage Principle
02.06.2014
 Problem set 9: 34-35 - tick problems
04.06.2014
 Problem set 9: 36-41 - tick problems again!

Topics:

  • No-Arbitrage Principle: Pricing of Derivatives
09.06.2014
 Pentecost holiday
11.06.2014
 Problem set 9-10: 42-46 - tick problems
16.06.2014
 Topics:
  • No-Arbitrage Principle: Pricing of Derivatives, Limits to arbitrage
  • Consumption-Based Asset Pricing Model
18.06.2014
 Topics:
  • Consumption-Based Asset Pricing Model and Financial Markets Equilibria
23.06.2014
 Note the different lecture time: 12.30-14.00, HS 14 !

Problem set 11: 47-51 - tick problems

25.06.2014
 10:00-12:00, HS 14: Final exam