Portfolio theory

30 Outubro 2025, 13:00 • Szabolcs Sebestyén

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Portfolio theory

28 Outubro 2025, 13:00 • Szabolcs Sebestyén

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The Mathematics of the Efficient Frontier

Portfolio theory

23 Outubro 2025, 13:00 • Szabolcs Sebestyén

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Modern Portfolio Theory

• Introduction
• Mean-Variance Preferences
• Diversification and the Efficient Frontier

Bond pricing in the multi-period binomial model

21 Outubro 2025, 13:00 • Szabolcs Sebestyén

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Problem set 2, exercise 2, parts (d)-(i)

Bond pricing in the multi-period binomial model

16 Outubro 2025, 13:00 • Szabolcs Sebestyén

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Problem set 2, exercise 1, and exercise 2, parts (a)-(c)