Financial Theory with John Geanakoplos - Yale
26 video lessons available
All Lessons in This Course
1
1. Why Finance?
2
2. Utilities, Endowments, and Equilibrium
3
3. Computing Equilibrium
4
4. Efficiency, Assets, and Time
5
5. Present Value Prices and the Real Rate of Interest
6
6. Irving Fisher's Impatience Theory of Interest
7
7. Shakespeare's Merchant of Venice and Collateral, Present Value and the Vocabulary of Finance
8
8. How a Long-Lived Institution Figures an Annual Budget. Yield
9
9. Yield Curve Arbitrage
10
10. Dynamic Present Value
11
11. Social Security
12
12. Overlapping Generations Models of the Economy
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13. Demography and Asset Pricing: Will the Stock Market Decline when the Baby Boomers Retire?
14
14. Quantifying Uncertainty and Risk
15
15. Uncertainty and the Rational Expectations Hypothesis
16
16. Backward Induction and Optimal Stopping Times
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17. Callable Bonds and the Mortgage Prepayment Option
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18. Modeling Mortgage Prepayments and Valuing Mortgages
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19. History of the Mortgage Market: A Personal Narrative
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20. Dynamic Hedging
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21. Dynamic Hedging and Average Life
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22. Risk Aversion and the Capital Asset Pricing Theorem
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23. The Mutual Fund Theorem and Covariance Pricing Theorems
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24. Risk, Return, and Social Security
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25. The Leverage Cycle and the Subprime Mortgage Crisis
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