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Asset Pricing

This class was created by Brainscape user Sophus Rosendahl. Visit their profile to learn more about the creator.

By: Sophus Rosendahl
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Decks in this class (7)

Arbitrage Theory and Options
Define asset span,
Define complete markets,
Wat is the relation between m and...
28  cards
Equillibrium Theory
What is the requirement for a wal...,
How many budget constraints do ag...,
How many markets are then in an a...
19  cards
Portfolio Theory
What is the analogue to the effii...,
What is mean variance dominates,
What is the efficient frontier
21  cards
Term Structure of Interest Rates
What is the typical unconditional...,
What are the 3 key theories of th...,
What are the assumptions for the ...
19  cards
Credit and Default Risk
What is the ideal bankruptcy code,
Define var,
Define conditional var
17  cards
Rational Expectations
State the projection theorem,
Define a rational expectations eq...,
What is the grossman stiglitz par...
7  cards
Bonds and the Vasicek Model
What is the main prediction of th...,
How does the expectations hypothe...,
What are the two main testable pr...
11  cards

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Asset Pricing

  • Class purpose General learning

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