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第 1 章: Consumption-Based Model and Overview

第 2 章: Applying the Basic Model

第 3 章: Contingent Claims Markets

第 4 章: The Discount Factor

第 5 章: Mean-Variance Frontier and Beta Representations

第 6 章: Relation between Discount Factors, Betas, and Mean-Variance Frontiers

第 7 章: Implications of Existence and Equivalence Theorems

第 8 章: Conditioning Information

第 9 章: Factor Pricing Models

第 10 章: GMM in Explicit Discount Factor Models

第 11 章: GMM: General Formulas and Applications

第 12 章: Regression-Based Tests of Linear Factor Models

第 13 章: GMM for Linear Factor Models in Discount Factor Form

第 14 章: Maximum Likelihood

第 15 章: Time-Series, Cross-Section, and GMM/DF Tests of Linear Factor Models

第 16 章: Which Method?

第 17 章: Option Pricing

第 18 章: Option Pricing without Perfect Replication

第 19 章: Term Structure of Interest Rates

第 20 章: Expected Returns in the Time Series and Cross Section

第 21 章: Equity Premium Puzzle and Consumption-Based Models

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