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习题课材料
时间安排表
| Week | Date | Lecture | Material | Remark |
| 3 | Mon,3.12 | HW1讲评,内容:Lecture01,Lecture03 | | 导论、债券 |
| 4 | Mon,3.19 | HW2讲评,内容:Lecture04 | | 股票 |
| 5 | Mon,3.26 | HW3讲评,内容:Lecture05 | 矩阵形式的最优化夏普比 | 均值方差分析、夏普比 |
| 6 | Mon,4.2 | HW4讲评,内容:Lecture06,Lecture07 | | CAPM |
| 7 | Mon,4.9 | HW5/HW6讲评,内容:Lecture08-10 | | 期望效用理论、风险下决策、GE求解 |
| 7 | Fri,4.13 | HW7讲评,内容:Lecture11 | GE in a Pure Exchange Economy(GE Method) P14-Negishi's(1960) Method to Compute Equilibria(CP Method) | GE性质讨论 |
| 8 | Mon,4.16 | Midterm Review,内容:Lecture1-12 | MidtermReview | 期中复习 |
| 9 | Mon,4.23 | Cancelled | | |
| 10 | Mon,4.30 | Cancelled | | |
| 11 | Mon,5.7 | HW8讲评,内容:Lecture13-14 | | APT/无套利定价 |
| 13 | Mon,5.21 | HW9讲评,内容:Lecture15-16 | | 无套利定价基础/多期二叉树 |
| 14 | Mon,5.28 | HW10讲评,内容:Lecture17 | | 最优停时 |
| 15 | Mon,6.4 | HW11讲评,内容:Lecture19 | | 动态对冲 |
| 16 | Mon,6.11 | HW12/13讲评,内容:Lecture20-21/22-23 | | 非对称信息/DD model/Behavior Finance |
| 16 | Fri,6.16 | Final Review, 内容:Lecture1-25(Ex.2,18,24) | FinalReview | 期末复习
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