Asset Pricing and Portfolio Choice Theory

I. SINGLE-PERIOD MODELS 1. Utility and Risk Aversion 2. Portfolio Choice 3. Stochastic Discount Factors 4. Equilibrium and Efficiency 5. Mean-Variance Analysis 6. Factor Models 7. Representative Investors II. DYNAMIC MODELS 8. Dynamic Securities Markets 9. Dynamic Portfolio Choice 10. Dynamic Asset Pricing 11. Explaining Puzzles 12. Brownian Motion and Stochastic Calculus 13. Continuous-Time Markets 14. Continuous-Time Portfolio Choice and Pricing 15. Continuous-Time Topics III. DERIVATIVE SECURITIES 16. Option Pricing 17. Forwards, Futures, and More Option Pricing 18. Term Structure Models 19. Perpetual Options and the Leland Model 20. Real Options and q Theory IV. BELIEFS, INFORMATION, AND PREFERENCES 21. Heterogeneous Beliefs 22. Rational Expectations Equilibria 23. Learning 24. Information, Strategic Trading, and Liquidity 25. Alternative Preferences

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• Matemática e sistemas do negócio
• Finança das empresas
• Investimentos e obrigações
• Matemática aplicada