Financial Economics

University of Trieste, a.y.2013-2014

Financial Economics

Instructor: Roberto Casarin, University Ca' Foscari of Venice

E-mail: r.casarin@unive.it

Office hour: Friday, 15.00 p.m.-16.00 p.m.

Timetable

Syllabus

Homework,written, and final marks (23rd May 2014)


Lecture Notes

Expected Utility Theory

Portfolio Theory, Mean-Variance

SML, CML, CAPM and APT

Performance Evaluation

Tracking error

Derivatives


Homeworks

Homework 1, Homework 2


Past Exams 17-05-2013, 30-05-2013, 17-09-2013, 24-01-2014