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

Andrea Gaunersdorfer
 

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:

  • Decision under risk
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