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Lecture Notes

Financial Economics

15 years 3 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing and reality, On kernels and puzzles, Aggregate stock-market fluctuations, Tackling the puzzles, Applied asset pricing theory, Derivatives, Interest rates, Taking models to data, Statistical inference for dynamic asset pricing models, Estimating and testing dynamic asset pricing models
Antonio Mele
Added 17 Jan 2009
Updated 22 Jan 2009
Year 2007
Authors Antonio Mele
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