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19 October 2013

Lecture Notes in Financial Economics

By : Unknown
On : 11:52
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The present Lecture Notes in Financial Economics are based on my teaching notes for advanced undergraduate and graduate courses on financial economics, macroeconomic dynamics and financial econometrics. These Lecture Notes are still too underground. Many derivations are inelegant, proofs and exercises are not always separated from the main text, economic motivation and intuition are not developed as enough as they deserve, and the English is informal. Moreover, I didn’t include (yet) material on asset pricing with asymmetric information, monetary models of asset prices, and asset prices determination within overlapping generation models; or on more applied topics such as credit risk - and their related derivatives. Finally, I need to include more extensive surveys for each topic I cover. I plan to revise my Lecture Notes in the near future. Naturally, any comments on this version are more than welcome.

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Lecture Notes in Financial Economics