FIN920 - Theory of Finance (Ph.D.), Fall 2018

Discussion Section Handouts

  • #1, Sep 11th : Handout (Resources and Ex.1)

  • #2, Sep 18th : Handout (APT, Existence and Uniqueness of SDF, and Ex.2)

  • #3, Sep 24th : Handout (Ex.3)

  • #4, Oct 2nd : Handout (DARA and LRF, Two-fund Monetary Separation, and Ex.4)

  • #5, Oct 7th : Handout (Geometry and Duality of HJ Bounds and Midterm Fall 2017)

  • #6, Oct 15th : Handout (2nd Order Stochastic Dominance and Ex.5)

  • #7, Oct 23rd : Handout (Ex.6)

  • #8, Oct 30th : Handout (Ex.7)

  • #9, Nov 6th : Handout (Ex.7)

  • #10, Nov 13th : Handout (Epstein-Zin Utility and Ex.8)

  • #11, Nov 20th : Handout (Ito Calculus, Black-Scholes, Girsanov's Theorem, and Ex.9)

  • #12, Nov 27th : Handout (Ex.10 and Ex.11)

  • #13, Dec 4th : Handout (Ex.11)

  • #14, Dec 12th : Handout (Final Fall 2017)