Date |
Topics |
01.10.2014, HS 6
|
|
Leaflet |
Topics:
- Organisatorical issues
- Key Ideas and Research Methods in Financial Economics
|
06.10.2014, HS 6
|
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.
Topics:
- Financial decisions and the theory of choice
|
08.10.2014, HS 9
|
Problem set 2: 10, 11 - tick problem
Topics:
- Financial decisions and the theory of choice: optimal demand for insurance
|
13.10.2014, HS 6
|
Problem set 2: 12-14 - tick problem
Topics:
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15.10.2014, HS 9
|
Prepare review problems 2 and 3.
We will not discuss these problems in the lecture and you need not tick them.
But you may upload your solutions in Moodle.
Problem set 3: 15-17 - tick problem
Topics:
- Decision under risk: axioms of expected utility theory and expected utility theory theorem
|
20.10.2014, HS 6
|
Problem set 4: 17-23 - tick problems
Problem 17 has been corrected. Please tick it again!
Topics:
- Decision under risk: characterization and measure of risk aversion
|
22.10.2014, HS 9
|
Prepare review problems 7 and 8.
We will not discuss these problems in the lecture and you need not tick them.
But you may upload your solutions in Moodle.
Problem set 4: 23: Arrow-Pratt coefficients - tick problem
Topics:
- Optimal portfolio selection and risk diversification: mean-variance approach
|
27.10.2014, HS 6
|
Problem set 5: 24-26 - tick problems
Problem set 6: 28-29 - tick problems
Prepare problem 27 and upload it in Moodle.
Topics:
- Optimal portfolio selection and risk diversification: mean-variance approach
- Remarks on the mean-variance approach
- Distribution of returns
|
29.10.2014, HS 9
|
Problem set 7: 33 - tick problem
Topics:
- Problems and limitations of the mean-variance theory
- CAPM
|
03.11.2014, HS 6
|
Problem set 6: 30-32 - tick problems
Problem set 7: 34-35 - tick problems
Problem set 8: 36-39 - tick problems
|
05.11.2014, HS 9
|
Topics:
- CAPM
- Efficient market hypothesis
|
10.11.2014, HS 6
|
Midterm exam
|
12.11.2014, HS 9
|
Review basics of matrix algebra.
Prepare review problem 4.
We will not discuss this problem in the lecture and you need not tick it.
But you may upload your solutions in Moodle.
Topics:
- State preference approach
- No-arbitrage principle
|
17.11.2014, HS 6
|
Problem set 9: 40-44 - tick problems
Prepare review problem 9.
Topics:
- No-arbitrage principle and the Fundamental Theorem of Asset Prices
|
19.11.2014, HS 9
|
Topics:
- No-arbitrage principle: Pricing of Derivatives
- Consumption Based Asset Pricing
|
24.11.2014, HS 8
|
Note that today's lecture already starts at 13:10.
Problem set 10: 45-54 - tick problems
|
26.11.2014, HS 9
|
Problem set 10: 54 - tick problem again!
Topics:
- Consumption Based Asset Pricing
|
01.12.2014, HS 6
|
Problem set 11: 55-48 - tick problems
Topics:
- Consumption Based Asset Pricing
- Equilibrium Pricing
|
03.12.2014, HS 9
|
Problem set 12: 61, 60 - tick problems
Topics:
- Equilibrium Pricing, Efficiency
|
08.12.2014
|
Holiday
|
10.12.2014, HS 9
|
Problem sets 12, 13: 59, 62, 63 - tick problems
|
15.12.2014, HS 6
|
Final exam
|