Sumários
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22 Setembro 2020, 13:00 • Rita Sousa
Problem set 1, exercises 3 and 4
The binomial model
- Basics
- The one-period binomial model
- Derivative pricing in the one-period binomial model
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17 Setembro 2020, 13:00 • Rita Sousa
How to measure risk aversion?
Interpreting risk aversion
Risk premium and certainty equivalent
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15 Setembro 2020, 13:00 • Rita Sousa
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
- How to measure risk aversion