Syllabus

Course Intro


Tuesday, January 14
Thursday, January 16


Tuesday, January 21
Thursday, January 23


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


Part 2 Intro


Tuesday, March 11
Thursday, March 13


Thursday, March 20


Tuesday, March 25
Thursday, March 27


Tuesday, April 1
Thursday, April 3


Tuesday, April 8
Thursday, April 10


Thursday, April 24


Tuesday, April 29

Problem Set 1
Hints on Problem Set 1
Solutions to Problem Set 1


Problem Set 2
Hints on Problem Set 2
Solutions to Problem Set 2


Problem Set 3
Hints on Problem Set 3
Solutions to Problem Set 3


Problem Set 4
Hints on Problem Set 4
Solutions to Problem Set 4


Problem Set 5
Hints on Problem Set 5
Solutions to Problem Set 5


Problem Set 6
Hints on Problem Set 6
Solutions to Problem Set 6


Problem Set 7
Solutions to Problem Set 7


Midterm Exam
Solutions to Midterm Exam


Problem Set 8
Solutions to Problem Set 8


Problem Set 9
Hints on Problem Set 9
Solutions to Problem Set 9


Problem Set 10
Hints on Problem Set 10
Solutions to Problem Set 10


Problem Set 11
Solutions to Problem Set 11


Problem Set 12
Solutions to Problem Set 12


Problem Set 13
Hints on Problem Set 13
Solutions to Problem Set 13


Final Exam


Monthly Data for Question 1 (spreadsheet)
Monthly Data for Question 1 (plain text)
Annual Data for Question 3 (spreadsheet)
Annual Data for Question 3 (plain text)


Solutions to Final Exam

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 - Spring 2024