Financial Economy презентация

Ноябрь 17, 2021

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Финансы
Financial Economy

Содержание

2. Course Logic Financial Economics Stylized Facts & Random Walks Theory Birth of Modern Portfolio Theory CAPM,
3. Black and Scholes
4. Merton
5. What is a futures/forward? Months Underlying Financial Commodity
6. What is an option? Strike Put Call American European
7. The price of an option Time Volatility Price Strike
9. Скачать презентацию

Слайд 2

Course Logic
Financial Economics
Stylized Facts &
Random Walks Theory
Birth of Modern Portfolio Theory
CAPM, APT, SDF
Models

for asset returns

Market Efficiency and Stock Predictability

Behavioral Finance, Rational Bubbles and Learning

Models for Volatility

Equity Premium Puzzle

Extreme Value Theory

Derivatives Pricing

Слайд 3

Black and Scholes

Слайд 4

Merton

Слайд 5

What is a futures/forward?
Months
Underlying
Financial
Commodity

Слайд 6

What is an option?
Strike
Put
Call
American
European

Слайд 7

The price of an option
Time
Volatility
Price
Strike