Theory of Asset Pricing

Theory of Asset Pricing

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Reduced Form Approach Examples 1 of 30

duration 24 minutes 37 seconds

Reduced Form Approach Examples

Reduced Form Approach Examples

Reduced Form Approach Examples

Reduced Form Approach Examples

Zoom Recording ID: 87665873095 UUID: l0QlRPs5QCi0/t9g+NjU+g== Meeting Time: 2020-11-30T01:44:56Z

From George Pennacchi

29 plays 0
The Reduced Form Approach 2 of 30

duration 38 minutes 12 seconds

The Reduced Form Approach

The Reduced Form Approach

The Reduced Form Approach

The Reduced Form Approach

Zoom Recording ID: 88218849833 UUID: gJml+8kISK+ihvwLUepZpg== Meeting Time: 2020-11-30T01:01:28Z

From George Pennacchi

30 plays 0
Structural Models of Default 3 of 30

duration 25 minutes 50 seconds

Structural Models of Default

Structural Models of Default

Structural Models of Default

Structural Models of Default

Zoom Recording ID: 85722367575 UUID: FyUIfHzwT6yZTkji6YdaMw== Meeting Time: 2020-11-26T04:05:09Z

From George Pennacchi

22 plays 0
The Kyle Model 4 of 30

duration 40 minutes 54 seconds

The Kyle Model

The Kyle Model

The Kyle Model

The Kyle Model

Zoom Recording ID: 81285252235 UUID: /WMkxEs3TeuET5CEE3D5+w== Meeting Time: 2020-11-26T02:46:10Z

From George Pennacchi

56 plays 0
Grossman Model RE Equilibrium 5 of 30

duration 20 minutes 35 seconds

Grossman Model RE Equilibrium

Grossman Model RE Equilibrium

Grossman Model RE Equilibrium

Grossman Model RE Equilibrium

Zoom Recording ID: 87279854763 UUID: r9Gf37DWQ72u63Hi4aJUFg== Meeting Time: 2020-11-16T02:39:11Z

From George Pennacchi

24 plays 0
Grossman Model Competitive Equilibrium 6 of 30

duration 26 minutes 18 seconds

Grossman Model Competitive Equilibrium

Grossman Model Competitive Equilibrium

Grossman Model Competitive Equilibrium

Grossman Model Competitive Equilibrium

Zoom Recording ID: 89828901759 UUID: ajYv4tV5SOy5fG9BIt4IiA== Meeting Time: 2020-11-16T02:07:16Z

From George Pennacchi

23 plays 0
Kogan Ross Wang Westerfield Model 7 of 30

duration 44 minutes 37 seconds

Kogan Ross Wang Westerfield Model

Kogan Ross Wang Westerfield Model

Kogan Ross Wang Westerfield Model

Kogan Ross Wang Westerfield Model

Zoom Recording ID: 81349973675 UUID: 6piBpmxKRuyCGILlamE4dg== Meeting Time: 2020-11-14T02:06:51Z

From George Pennacchi

27 plays 0
Barberis Huang Santos Model Solution 8 of 30

duration 20 minutes 29 seconds

Barberis Huang Santos Model Solution

Barberis Huang Santos Model Solution

Barberis Huang Santos Model Solution

Barberis Huang Santos Model Solution

Zoom Recording ID: 89973540083 UUID: 7z/0dY7eRHiop8jf3j9HEA== Meeting Time: 2020-11-14T01:44:01Z

From George Pennacchi

25 plays 0
Prospect Theory 9 of 30

duration 30 minutes 54 seconds

Prospect Theory

Prospect Theory

Prospect Theory

Prospect Theory

Zoom Recording ID: 84255878618 UUID: hWDG64b1SB25OH8NDvccuA== Meeting Time: 2020-11-09T04:11:39Z

From George Pennacchi

29 plays 0
Recursive Utility 10 of 30

duration 36 minutes 36 seconds

Recursive Utility

Recursive Utility

Recursive Utility

Recursive Utility

Zoom Recording ID: 81714346704 UUID: P9OPg+ZBQKqvIYA+AAIc3w== Meeting Time: 2020-11-09T03:32:46Z

From George Pennacchi

26 plays 0
External Habit Model 11 of 30

duration 22 minutes 1 second

External Habit Model

External Habit Model

External Habit Model

External Habit Model

Zoom Recording ID: 88271492752 UUID: epj8KBshSbmGHUPPEMKC7A== Meeting Time: 2020-11-07T02:29:02Z

From George Pennacchi

23 plays 0
Internal Habit Model 12 of 30

duration 37 minutes 57 seconds

Internal Habit Model

Internal Habit Model

Internal Habit Model

Internal Habit Model

Zoom Recording ID: 81053301901 UUID: 4q3WavZqQX+QFVsnQC7eeA== Meeting Time: 2020-11-07T01:47:34Z

From George Pennacchi

27 plays 0
The CIR Term Structure Model 13 of 30

duration 25 minutes 8 seconds

The CIR Term Structure Model

The CIR Term Structure Model

The CIR Term Structure Model

The CIR Term Structure Model

Zoom Recording ID: 89127397944 UUID: NH0MVbZORbe7nrqgLxswnw== Meeting Time: 2020-11-02T02:05:50Z

From George Pennacchi

23 plays 0
The CIR Production Economy 14 of 30

duration 30 minutes 57 seconds

The CIR Production Economy

The CIR Production Economy

The CIR Production Economy

The CIR Production Economy

Zoom Recording ID: 87636889554 UUID: fxiYtrPuRmuFLbOFMGqP4w== Meeting Time: 2020-11-02T01:32:22Z

From George Pennacchi

27 plays 0
Equilibrium Asset Returns 15 of 30

duration 45 minutes 16 seconds

Equilibrium Asset Returns

Equilibrium Asset Returns

Equilibrium Asset Returns

Equilibrium Asset Returns

Zoom Recording ID: 84500733428 UUID: xSUdoxU0T/KA+KWD6J2bOg== Meeting Time: 2020-10-31T01:58:51Z

From George Pennacchi

27 plays 0
Martingale Approach Example 16 of 30

duration 42 minutes 23 seconds

Martingale Approach Example

Martingale Approach Example

Martingale Approach Example

Martingale Approach Example

Zoom Recording ID: 87375025837 UUID: qRz0iDEwRy+GDKAZnqjL3A== Meeting Time: 2020-10-31T01:10:46Z

From George Pennacchi

23 plays 0
Changing Investment Opportunities 17 of 30

duration 52 minutes 51 seconds

Changing Investment Opportunities

Changing Investment Opportunities

Changing Investment Opportunities

Changing Investment Opportunities

Zoom Recording ID: 87357233232 UUID: rH3D2qgxQCCe+lyh2dKfDg== Meeting Time: 2020-10-25T00:31:37Z

From George Pennacchi

23 plays 0
Consumption and Portfolio Choice Solutions 18 of 30

duration 45 minutes 33 seconds

Consumption and Portfolio Choice Solutions

Consumption and Portfolio Choice Solutions

Consumption and Portfolio Choice Solutions

Consumption and Portfolio Choice Solutions

Zoom Recording ID: 81550470354 UUID: HilAUQSaQpqzvBc+mPj7qQ== Meeting Time: 2020-10-24T19:58:26Z

From George Pennacchi

35 plays 0
Continuous Consumption and Portfolio Choice 19 of 30

duration 31 minutes 10 seconds

Continuous Consumption and Portfolio Choice

Continuous Consumption and Portfolio Choice

Continuous Consumption and Portfolio Choice

Continuous Consumption and Portfolio Choice

Zoom Recording ID: 86532831753 UUID: sSSaVh5lQq+cFA5+V2JPXw== Meeting Time: 2020-10-19T01:38:50Z

From George Pennacchi

34 plays 0
Option Pricing with Jumps 20 of 30

duration 26 minutes 53 seconds

Option Pricing with Jumps

Option Pricing with Jumps

Option Pricing with Jumps

Option Pricing with Jumps

Zoom Recording ID: 88489760646 UUID: VdSQnoI7Q0GE65fHJwASng== Meeting Time: 2020-10-19T01:09:41Z

From George Pennacchi

31 plays 0
Jump-Diffusion Processes 21 of 30

duration 50 minutes 57 seconds

Jump-Diffusion Processes

Jump-Diffusion Processes

Jump-Diffusion Processes

Jump-Diffusion Processes

Zoom Recording ID: 86804507985 UUID: b9gRSA+MRh2UZq+jhlvP6A== Meeting Time: 2020-10-17T02:08:59Z

From George Pennacchi

33 plays 0
Risk-Neutral Applications 22 of 30

duration 28 minutes 10 seconds

Risk-Neutral Applications

Risk-Neutral Applications

Risk-Neutral Applications

Risk-Neutral Applications

Zoom Recording ID: 82362993859 UUID: Djfce7lpQ325K8rZQd4Rlw== Meeting Time: 2020-10-17T01:12:52Z

From George Pennacchi

24 plays 0
Contingent Claims Pricing Extensions 23 of 30

duration 44 minutes 49 seconds

Contingent Claims Pricing Extensions

Contingent Claims Pricing Extensions

Contingent Claims Pricing Extensions

Contingent Claims Pricing Extensions

Zoom Recording ID: 83896778567 UUID: D8/pnDlHTMGrItIqQt77fA== Meeting Time: 2020-10-09T23:11:19Z

From George Pennacchi

25 plays 0
Martingales and Pricing Kernels 24 of 30

duration 1 hour 7 minutes

Martingales and Pricing Kernels

Martingales and Pricing Kernels

Martingales and Pricing Kernels

Martingales and Pricing Kernels

Zoom Recording ID: 88157327993 UUID: Jd9bK8xDRGCEYLmRnlie7g== Meeting Time: 2020-10-09T18:03:03Z

From George Pennacchi

27 plays 0
Option Pricing with Random Interest Rates 25 of 30

duration 30 minutes 8 seconds

Option Pricing with Random Interest Rates

Option Pricing with Random Interest Rates

Option Pricing with Random Interest Rates

Option Pricing with Random Interest Rates

Zoom Recording ID: 88670243630 UUID: Y3JOeUHrTl6453UyGWfOTw== Meeting Time: 2020-10-05T01:23:40Z

From George Pennacchi

30 plays 0
The Vasicek Model 26 of 30

duration 33 minutes 26 seconds

The Vasicek Model

The Vasicek Model

The Vasicek Model

The Vasicek Model

Zoom Recording ID: 87332960125 UUID: owwY+UOZTPaNpxy93c+UWw== Meeting Time: 2020-10-05T00:42:02Z

From George Pennacchi

29 plays 0
Black Scholes Option Valuation 27 of 30

duration 39 minutes 5 seconds

Black Scholes Option Valuation

Black Scholes Option Valuation

Black Scholes Option Valuation

Black Scholes Option Valuation

Zoom Recording ID: 89758546473 UUID: n2SRfD+HRNyTy+pSp0QFVw== Meeting Time: 2020-10-03T00:53:22Z

From George Pennacchi

38 plays 0
Ito's Lemma 28 of 30

duration 41 minutes 30 seconds

Ito's Lemma

Ito's Lemma

Ito's Lemma

Ito's Lemma

Zoom Recording ID: 89765665915 UUID: 3eUwctwZT0CaxbBiiIERkQ== Meeting Time: 2020-10-03T00:00:15Z

From George Pennacchi

43 plays 0
Diffusion Processes 29 of 30

duration 40 minutes 25 seconds

Diffusion Processes

Diffusion Processes

Diffusion Processes

Diffusion Processes

Zoom Recording ID: 86434799333 UUID: GOqxiVmwTeGiyRFx29FtEA== Meeting Time: 2020-09-28T00:35:09Z

From George Pennacchi

34 plays 0
Binomial Option Pricing 30 of 30

duration 28 minutes 46 seconds

Binomial Option Pricing

Binomial Option Pricing

Binomial Option Pricing

Binomial Option Pricing

Zoom Recording ID: 83777296741 UUID: 0wibWM8ARjWfz7lujaoxhA== Meeting Time: 2020-09-28T00:00:22Z

From George Pennacchi

28 plays 0

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