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• Intertemporal Portfolio Section, Bellman equation Optimum Decision under CRRA, CARA, HARA; Stochastic Calculus, Geometrics Brownian Motion, Ito's Lemma, Characteristic Function, Solving Affine Models, Fourier Transform; Optimum Demand and Mutual Fund Theorem; Capital Structure, Pricing Defaultable Bond, Reverse Convertible; General Equilibrium, Aggregate Demand; Capital Market Theory: Risk Measures, Spanning and Mutual Fund Theorem, Rothchild and Stiglitz's "Less Risky", Tobin-Markowitz Separation Theorem, Market Portfolio and CAPM, Arbitrage Pricing Theory, Modigliani-Miller Hypothesis; Discontinuity in Continuous Time, Jumps, Rare Events, Poisson; Incomplete Markets.

Select Guide Rating

• Intertemporal Portfolio Section, Bellman equation Optimum Decision under CRRA, CARA, HARA; Stochastic Calculus, Geometrics Brownian Motion, Ito's Lemma, Characteristic Function, Solving Affine Models, Fourier Transform; Optimum Demand and Mutual Fund Theorem; Capital Structure, Pricing Defaultable Bond, Reverse Convertible; General Equilibrium, Aggregate Demand; Capital Market Theory: Risk Measures, Spanning and Mutual Fund Theorem, Rothchild and Stiglitz's "Less Risky", Tobin-Markowitz Separation Theorem, Market Portfolio and CAPM, Arbitrage Pricing Theory, Modigliani-Miller Hypothesis; Discontinuity in Continuous Time, Jumps, Rare Events, Poisson; Incomplete Markets.

Select Guide Rating

• Intertemporal Portfolio Section, Bellman equation Optimum Decision under CRRA, CARA, HARA; Stochastic Calculus, Geometrics Brownian Motion, Ito's Lemma, Characteristic Function, Solving Affine Models, Fourier Transform; Optimum Demand and Mutual Fund Theorem; Capital Structure, Pricing Defaultable Bond, Reverse Convertible; General Equilibrium, Aggregate Demand; Capital Market Theory: Risk Measures, Spanning and Mutual Fund Theorem, Rothchild and Stiglitz's "Less Risky", Tobin-Markowitz Separation Theorem, Market Portfolio and CAPM, Arbitrage Pricing Theory, Modigliani-Miller Hypothesis; Discontinuity in Continuous Time, Jumps, Rare Events, Poisson; Incomplete Markets.