Modern finance theory

Modern finance theory
DAY 1

  1. Harry Markowitz and Mean Variance Model
  2. Separation theorem
  3. William Sharpe CAPM model
  4. St. Petersburg problem
DAY 2
  1. Abraham de Moiré and Bell curve
  2. Pascal, Fermat and Probability
  3. Gaussian Errors and CAPM
  4. Daniel Bernoulli and Emergence of Utility
 
DAY 3
  1. Louis Bachelier and Option Pricing
  2. Black Scholes Model
  3. Binomial Trees
  4. Strategies using options
 
 
 
DAY 4
  1. Efficient Market Theory
  2. Rational men hypothesis risk aversion and utility
  3. Revision classes
  4. Revision classes
Day  5
 
  1.  
  2.  
  3.  
 
  1. Richard Thaler and Anomalies
 
DAY 6
6) F A Hayek, Individualism and Free Markets
  1.  
8) Human mind and Predictions
9) Infinite Variance and its implications
 
Day 7
           10) Habits loop and memory
           11) Kelly formula
           12) Time average conception vs ensemble average
          13) Growth and Value  Approach
          14) valuation model
 
 
 
 
 
 
 

Copyright 2017 Design And Developed by Extremewebworld