Asset Pricing and Finance¶

Lectures¶

• Asset Pricing: Finite State Models
  • Overview
  • Pricing Models
  • Prices in the Risk-Neutral Case
  • Asset Prices under Risk Aversion
  • Exercises
  • Solutions
• Asset Pricing with Incomplete Markets
  • Overview
  • Structure of the Model
  • Solving the Model
  • Exercises
  • Solutions