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Lecture Notes
Iterative Combinatorial Auctions: Achieving Economic and Computational Efficiency Ph.D. dissertation, Univesity of Pennsylvania, May, 2001.
The focus of this chapter is on the Gen...
Lecture Notes
This is a long lecture note about Financial Stochastic. It covers several topics such as Martingale Representation, Finite Economies, Black-Scholes Models, American Options, Paymen...
Lecture Notes
"These lecture notes treat various versions of the so-called “fundamental theorem
of asset pricing”. Many students are familiar with statements about models for
financia...
Lecture Notes
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
Lecture Notes
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...