An introduction to equilibrium asset pricing

18.06.2020 14:00 - 14:20

Martin Herdegen (University of Warwick)


We introduce the concept of financial equilibrium in a one-period model. We then derive optimal strategies and the equilibrium return in the case of one risky asset and two investors with quadratic utility functions. This lecture could be part of a third-year introductory course in Mathematical Finance.

Fakultät für Mathematik
Zoom Meeting