advanced asset pricing notes 13weeks in total including around 13 weeks tutorial and answer and one final exam by (George Pennacchi) from top uni
the structure as follow
1
| Course Outline and Mathematical review
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2
| Utility Theory and Risk Aversion
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3
| Mean-Variance Portfolio Theory
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4
| Multi-asset portfolios and their Efficient Frontier
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5
| CAPM
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6
| State-Contingent Asset Pricing
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8
| Multi-Period Decisions; Dynamic Programming
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9
| Derivative Basics and Arbitrage Relations
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10
| Binomial Option Model
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11
| Continuous State Space Pricing
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12
| Lognormal Distribution and Black-Scholes Model
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这门课对数学要求很高，大量涉及高数，矩阵 线代，统计等 quantitative finance 必修课
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