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

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

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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Previous Exams with Solutions: Fall 2013 - Fall 2019