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

Date
Topics
04.10.2011
  Leaflet

Topics:

  • Organisatorical issues
  • Introduction:
    • Financial Systems
    • A Simple Example: Intertemporal Risk-Sharing
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 1-10 (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), 12-15, 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 17-19
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
12.00-14.00: 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 3-5: 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 31-36 (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:

  • Valuation of Options
20.12.2011
Christmas break
27.12.2011
Christmas break
03.01.2011
Christmas break
10.01.2012
Problem sets 6, 7: problems 37-42
(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, 43-46
(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:

  • Information and Risk
24.01.2012
Problem set 9: problems 47-49
(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

  • Information and Risk
31.01.2012
12.00-14.00: Final exam

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