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For MPhil F400 Asset Pricing: free online resources for 'Intermediate Financial Theory'

last modified Jan 27, 2015 10:24 AM
For MPhil F400 Asset Pricing: free online resources for 'Intermediate Financial Theory'

Screenshot of Web notes for Intermediate Fin. Theory

For MPhil F400 Asset Pricing: free online resources for 'Intermediate Financial Theory'

Please notice that there are freelly-available online resources for Danthine/Donaldson: Intermediate Financial Theory which are relevant to students reading the MPhil F400 Asset Pricing paper:

- online solutions at the author's web page: http://www.hec.unil.ch/jdanthine/Financial%20theory.htm

and

- web notes 

The notes are for:

  • chapter 7 (covering: mean reversion as well as mean reversion and long-run portfolio risk)

and

  • chapter 13 (covering: estimating inputs to the Black Scholes Formula as well as the Black Scholes Formula for an index).