
Submitted by Clemens Gresser on Tue, 27/01/2015 - 09:24
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
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).