Sumários
Lecture 12
26 maio 2017, 18:00 • Paulo Brito
Multi-period equilibrium asset pricing. The equity premium puzzle.
Problem set 2
Lecture 11
19 maio 2017, 18:00 • Paulo Brito
Introduction to stochastic processes
Multiperiod Arrow-Debreu model
Multiperiod finance economy: arbitrage asset pricing
Lecture 10
5 maio 2017, 18:00 • Paulo Brito
Continuation of the last lecture.
Introduction to stochastic processes in discrete time
Lecture 9
28 abril 2017, 18:00 • Paulo Brito
Two-period general equilibrium asset pricing: extensions