a. Chp 1- Modern finance overview b. Chp 2 – basic tools and - TopicsExpress



          

a. Chp 1- Modern finance overview b. Chp 2 – basic tools and resuls for static portfolio theory, mutual funds separation theorems, equilibrium considerations leading to CAPM; spanning portfolios and arbitrage pricing theory (APT) c. Chp 3 – continuous-time stochastic processes d. Chp 4 & 5 – Merton 1969 & 1971 RE hyperbolic absolute risk aversion (HARA) class of utility functions, consumption and savings decisions using stochastic dynamic programming techniques #inovermyhead
Posted on: Mon, 19 Aug 2013 04:03:49 +0000

Trending Topics



Recently Viewed Topics




© 2015