These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
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...
In learning theory and genetic programming, OBDDs are used to represent approximations of Boolean functions. This motivates the investigation of the OBDD complexity of approximatin...
ion/refinement solvers1 Andreas Bauer , Martin Leucker , Christian Schallhart , Michael Tautschnig Computer Sciences Laboratory, Australian National University Institut f
Andreas Bauer 0002, Martin Leucker, Christian Scha...
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...