DAPT

Most of these slides are based on lecture notes by Peter Ireland.

Math preliminaries and general equilibrium

Overview of Pricing Theories

Choices under risk

Measures of risk aversion and their interpretation (up to page 66, stochastic dominance has not been covered)

Risk Aversion and Investment Choices

Modern Portfolio Theory

Capital Asset Pricing Model

APT and Multifactor Models

Arrow-Debreu Equilibrium and the CAPM

CCAPM

Arrow-Debreau Pricing: Arbitrage

Martingale Pricing

Term Structure of Interest Rates

Tutorial

Tutorial

Exams

The exam will be composed by one numerical exercise and by one question. You can reply in Italian. If you want to use english, then your written english must be good. If i do not understand what you write, I will consider it as wrong.

To register your result you need to pass also the other part of the course of Financial Economics, taught by Piergiovanna Natale. When you register for the part taught by Prof. Natale, also sign up to register Financial Economics. Once you have done that, and passed all the parts, your result will be registered.

Results 5/9/22, I report just the results of those students who passed the exam.

Results 25/1/2022

Result 22/1/21

Results up to 24/2/2022

Results 22/4/2020, mail by May 12 at 12 am if you do not want your result to be registered

Results 23/6/22, mail by july 1 at 12 am if you do not want your result to be registered

Results 19/7/22, mail by july 27 at 12 am if you do not want your result to be registered