國立台灣大學    National Taiwan University      國際企業學系    Department of International Business


Financial Theory (graduate level)

 
File Name Description
FT_Ch01.pdf Preference Representation and Risk Aversion
FT_Ch02.pdf Stochastic Dominance
FT_Ch03.pdf Math of the portfolio frontier
FT_Ch04.pdf Two Fund Separation and CAPM
FT_Ch05.pdf Allocative Efficiency and the Valuation of State Contingent Securities
FT_Ch06.pdf Valuation of Complex Securities and Options with Preference Restrictions
FT_Ch07.pdf Multiperiod Securities Markets I: Equilibrium Valuation