Date 
Topics 
04.10.2011


Leaflet 
Topics:
 Organisatorical issues
 Introduction:
 Financial Systems
 A Simple Example: Intertemporal RiskSharing

11.10.2011

I posted a comment on the maximization problem we tried to solve in the lecture in Moodle.
Try to understand it!
Topics:
 Some Basic Elements of Financial Models
 Decisions under Uncertainty (Risk)

18.10.2011

Problem set 1: problems 110 (download from Moodle)
(mark the problems you have prepared and which you are willing to present)
Please note that you must not mark problems if you are not present in the course!

25.10.2011

Problem set 1: problems 8 (see notes in Moodle: Additional Notes/ problem1_8.pdf)
(mark the problem if you have prepared it and are willing to present)
Please note that you must not mark problems if you are not present in the course!
Topics:
 Decisions under Uncertainty (Risk): Measuring risk aversion
 Optimal Portfolio Selection and Risk Diversification
 Basic Model of Financial Markets

01.11.2011

Holiday

08.11.2011

Problem set 1, 2: problems 11(b)(d), 1215, 17
(Please note that I have uploaded a new version of problem set 2 after the lecture on Tue, Oct 25.)
(mark the problem if you have prepared it and are willing to present)
Please note that you must not mark problems if you are not present in the course!
Topics:
 Basic Model of Financial Markets
Please note additional notes in Moodle for slide set 6 and problem set 2.

15.11.2011

Problem set 2, 3: problems 1719
Please upload the Excel file for problem 18 in Moodle.
Solutions to problem 14 can be uploaded in Moodle until Friday, Nov 11, 3 p.m.
(mark the problem if you have prepared it and are willing to present)
Please note that you must not mark problems if you are not present in the course!
Topics planned:
 Basic Model of Financial Markets (until slide 41)
Problem 23

22.11.2011

12.0014.00: Midterm exam
Problem set 3: problems 20, 21
(We have discussed similar ecample in the lecture.
You need not tick these problems, but I recommend to solve them when you prepare yourself for the modterm exam.)
Topics:
 Arbitrage (slide set 6)
 Equilibrium Pricing: Asset Pricing Models

29.11.2011

Problem sets 3 / 4: problems 23, 24, 26, 27
(mark the problems you have prepared and which you are willing to present)
Please note that you must not mark problems if you are not present in the course!
Topics:
 Equilibrium Pricing: Asset Pricing Models

06.12.2011

Problem sets 35: problems 22, 25, 28, 29
(mark the problems you have prepared and which you are willing to present)
Please note that you must not mark problems if you are not present in the course!
Topics:
 Equilibrium Pricing: Asset Pricing Models
 Options

13.12.2011

Problem set 6: problems 3136
(mark the problems you have prepared and which you are willing to present)
Please note that you must not mark problems if you are not present in the course!
Topics planned:

20.12.2011 
Christmas break 
27.12.2011 
Christmas break 
03.01.2011 
Christmas break 
10.01.2012 
Problem sets 6, 7: problems 3742
(mark the problems you have prepared and which you are willing to present)
Please note that you must not mark problems if you are not present in the course!
Problems which you have solved with Excel have to be uploaded in Moodle.
Please tick if you are prepared to explain your solutions in class.
I only consider uploaded problem which are ticked (note that presence in class in necessary to do so!)
Topics:
 Options: stock price models; Black Scholes model

17.01.2012

Problem set 6, 8: problems 36, 4346
(mark the problems you have prepared and which you are willing to present)
Please note that you must not mark problems if you are not present in the course!
Problems which you have solved with Excel have to be uploaded in Moodle.
Please tick if you are prepared to explain your solutions in class.
I only consider uploaded problem which are ticked (note that presence in class in necessary to do so!)
Topics:

24.01.2012

Problem set 9: problems 4749
(mark the problems you have prepared and which you are willing to present)
Please note that you must not mark problems if you are not present in the course!
Topics

31.01.2012

12.0014.00: Final exam
Topics: What we have discussed since the midterm exam, including "Arbitrage" on slide set 6.
