Sumários
Bond pricing in the multi-period binomial model
7 Outubro 2025, 13:00 • Szabolcs Sebestyén
The Binomial Model
- Replicating Strategies in the Binomial Model
- Pricing Forwards
- Pricing Futures
Bond pricing in the multi-period binomial model
2 Outubro 2025, 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
30 Setembro 2025, 13:00 • Szabolcs Sebestyén
Problem set 1
Choice theory, utility functions, and risk aversion
25 Setembro 2025, 13:00 • Szabolcs Sebestyén
Constant Absolute Risk Aversion
Constant Relative Risk Aversion
Quadratic Utility
Choice theory, utility functions, and risk aversion
23 Setembro 2025, 13:00 • Szabolcs Sebestyén
Risk aversion
- How to measure risk aversion?
- Interpreting risk aversion
- Risk premium and certainty equivalent