Sumários
(16/12/2008)
16 Dezembro 2008, 18:00 • Raquel M. Gaspar
10 - Continuous Times Asset Pricing Models
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Introduction to CT stochastic processes
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Asset Pricing Models: C T CAPM; ICAPM
(09/12/2008)
9 Dezembro 2008, 18:00 • Raquel M. Gaspar
9 - Asset Pricing Models
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Finite Horizon Asset Pricing Models: The Luca's Model, Precautionary Savings Model, Other
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Infinite Horizon Asset Pricing Models: Consumption based CAPM, Other
(02/12/2008)
2 Dezembro 2008, 18:00 • Raquel M. Gaspar
8 - Dynamic Programming
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Dynamic Programming with a Finite Horizon
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Example: The Gamble's Problem
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Dynamic Programming with a Infinite Horizon
(25/11/2008)
25 Novembro 2008, 18:00 • Raquel M. Gaspar
7 - The Capital Asset Pricing Model (CAPM)
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Assumptions and Notation
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Equilibrium Conditions