Sumários
Bond pricing in the multi-period binomial model
26 Setembro 2024, 13:00 • Szabolcs Sebestyén
The binomial model
- Basics
- The one-period binomial model
- Derivative pricing in the one-period binomial model
- The multi-period binomial model
Choice theory, utility functions, and risk aversion
24 Setembro 2024, 13:00 • Szabolcs Sebestyén
Problem set 1
Choice theory, utility functions, and risk aversion
19 Setembro 2024, 13:00 • Szabolcs Sebestyén
Risk aversion
- Constant absolute risk aversion
- Constant relative risk aversion
- Quadratic utility
Choice theory, utility functions, and risk aversion
17 Setembro 2024, 13:00 • Szabolcs Sebestyén
Risk aversion
- How to measure risk aversion
- Interpreting risk aversion
- Risk premium and certainty equivalent
Choice theory, utility functions, and risk aversion
12 Setembro 2024, 13:00 • Szabolcs Sebestyén
An introduction to choice theory
- Dominance
- Choice theory under certainty
- Choice theory under uncertainty
- How restrictive is expected utility theory? The Allais paradox
Risk aversion