Sumários

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18 Novembro 2021, 13:00 • Rita Sousa

Quiz 4

Past exam

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16 Novembro 2021, 13:00 • Rita Sousa

Problem set 4

Past exam

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11 Novembro 2021, 13:00 • Rita Sousa

Quiz 3

Using options to complete the market

Risk-neutral valuation

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9 Novembro 2021, 13:00 • Rita Sousa

The APT

  • Pricing with factors
  • Identifying the factors
  • Applications

Pricing in complete markets

  • Market completeness and complex securities

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4 Novembro 2021, 13:00 • Rita Sousa

The CAPM

  • The traditional approach to the CAPM
  • The standard CAPM
  • The CAPM and empirical evidence

The APT

  • Factor models
  • The market model