21ECC004 - Financial Economics and Asset Pricing

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

Decks in this class (12)

L1 - Introduction
What is a financial system,
How can we represent an individua...,
What does the consumption and sav...
7  cards
L2 - Risk and Return
How would you derive the perpetui...,
Pv of an annuity,
Why do we use the ear
14  cards
L3 Capital Allocation
What did markowitz s contribution...,
Portfolio mean and varianace,
What is the return of the complet...
12  cards
L4 - Optimal Diversification I
What are the two types of risk,
How do you calculate the risk and...,
How do you calculate the risk and...
12  cards
L5 - Optimal Diversification II
Langrangian optimisation recap,
What is the mathematical maximisa...,
What is the matrix transformation...
14  cards
L6 - Single Index Model
What are the parameters of a n as...,
What is the single index model,
What are the important properties...
8  cards
L7 - CAPM I
What do we need to consider if we...,
How do you derive the volatility ...,
What is the decision rule of whet...
11  cards
L8 - CAPM II
What happens to capm when we put ...,
What are some other extensions of...,
What is the icapm
13  cards
L9 - APT
Brief description of the single f...,
How can a factor surprise affect ...,
What could a multi factor model l...
17  cards
L10 - EMH
What is the efficient market hypo...,
What is the fair game model of emh,
What is the martingale property
23  cards
L11 - DDM
What is fundamental analysis,
What are the four models of equit...,
How can we use comparables to val...
17  cards
L12 - BP
What are bonds,
Different types of bonds,
What is the original formula for ...
19  cards

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21ECC004 - Financial Economics and Asset Pricing

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