Sumários
Choice theory, utility functions, and risk aversion
19 Setembro 2023, 13:00 • Szabolcs Sebestyén
Problem set 1, exercises 3 and 4
The binomial model
- Basics
Choice theory, utility functions, and risk aversion
18 Setembro 2023, 13:00 • Szabolcs Sebestyén
CARA
CRRA
Quadratic utility
Problem set 1, exercises 1 and 2
Choice theory, utility functions, and risk aversion
14 Setembro 2023, 13:00 • Szabolcs Sebestyén
Risk aversion
- Interpreting risk aversion
- Risk premium and certainty equivalent
- Constant absolute risk aversion
Choice theory, utility functions, and risk aversion
12 Setembro 2023, 13:00 • Szabolcs Sebestyén
Choice theory under certainty
Choice theory under uncertainty
Risk aversion
- How to measure risk aversion