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: 1214  tick problem
Topics:

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: 1517  tick problem
Topics:
 Decision under risk: axioms of expected utility theory and expected utility theory theorem

20.10.2014, HS 6

Problem set 4: 1723  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: ArrowPratt coefficients  tick problem
Topics:
 Optimal portfolio selection and risk diversification: meanvariance approach

27.10.2014, HS 6

Problem set 5: 2426  tick problems
Problem set 6: 2829  tick problems
Prepare problem 27 and upload it in Moodle.
Topics:
 Optimal portfolio selection and risk diversification: meanvariance approach
 Remarks on the meanvariance approach
 Distribution of returns

29.10.2014, HS 9

Problem set 7: 33  tick problem
Topics:
 Problems and limitations of the meanvariance theory
 CAPM

03.11.2014, HS 6

Problem set 6: 3032  tick problems
Problem set 7: 3435  tick problems
Problem set 8: 3639  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
 Noarbitrage principle

17.11.2014, HS 6

Problem set 9: 4044  tick problems
Prepare review problem 9.
Topics:
 Noarbitrage principle and the Fundamental Theorem of Asset Prices

19.11.2014, HS 9

Topics:
 Noarbitrage 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: 4554  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: 5548  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
