These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
These notes cover several topics such as Money Demand (and some Supply), The Price of Money, Derivations of the Pricing Relations, Money and Sticky Prices: A First Look, Money in M...
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Data privacy is a major concern that threatens the widespread deployment of Data Grids in domains such as health-care and finance. We propose a unique approach for obtaining knowl...
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...