Παρουσίαση/Προβολή

(ECON528) -  Vasilios N. Katsikis

Περιγραφή Μαθήματος

This course deals with the major theme of risk measurement and asset pricing in incomplete markets. In particular, the first section deals with the problem to get the best risk–return trade-off, which leads to the maximization of expected utility. The second section, discusses the numerical techniques that are needed for this task since, closed-form formulae are not available in incomplete markets. In this course we shall use extensively, the programming language MATLAB which is a powerful numerical computing environment for financial applications.

Ημερομηνία δημιουργίας

Σάββατο 17 Φεβρουαρίου 2018