Syllabus

Tuesday, January 14
Thursday, January 16


Thursday, January 23


Tuesday, January 28
Thursday, January 30


Tuesday, February 4
Thursday, February 6


Tuesday, February 11
Thursday, February 13


Tuesday, February 18
Thursday, February 20


Tuesday, February 25
Thursday, February 27


Tuesday, March 10


Thursday, March 19


Tuesday, March 24
Thursday, March 26


Tuesday, March 31
Thursday, April 2

Problem Set 1
Solutions to Problem Set 1


Problem Set 2
Solutions to Problem Set 2


Problem Set 3
Solutions to Problem Set 3


Problem Set 4
Solutions to Problem Set 4


Problem Set 5
Solutions to Problem Set 5


Problem Set 6
Solutions to Problem Set 6


Problem Set 7
Solutions to Problem Set 7


Problem Set 8
Solutions to Problem Set 8


Problem Set 9
Solutions to Problem Set 9


Problem Set 10
Solutions to Problem Set 10

1. Introduction
   
   1. Mathematical and Economic Foundations
      
   2. Overview of Asset Pricing Theory
      

2. Decision-Making Under Uncertainty
   
   3. Making Choices in Risky Situations
      
   4. Measuring Risk and Risk Aversion
      

3. The Demand for Financial Assets
   
   5. Risk Aversion and Investment Decisions
      
   6. Modern Portfolio Theory
      

4. Classic Asset Pricing Models
   
   7. The Capital Asset Pricing Model
      
   8. Arbitrage Pricing Theory
      

5. Arrow-Debreu Pricing Models
   
   9. Arrow-Debreu Pricing: Equilibrium
      
   10. Arrow-Debreu Pricing: No-Arbitrage
       

6. Extensions
   
   11. Martingale Pricing
       
   12. The Consumption Capital Asset Pricing Model
       

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Midterm Exam, Spring 2020
Solutions to Midterm Exam, Spring 2020


Previous Exams with Solutions: Fall 2013 - Fall 2019