Jean-Pierre Danthine

Bio

Recent Academic Publications

Working Papers

Intermediate Financial Theory

- Slides (Power Point)

- Slides (pdf)

Other Reports

Recent Contributions to the Press

Data used in Publications

Teaching

Slides for Intermediate Financial Theory

Power Point Slides

Chapter I. On the Role of Financial Markets and Institutions

Chapter II. The Challenges of Asset pricing: A Roadmap

Chapter III. Making Choices in Risky Situations

Chapter IV. Measuring Risk and Risk Aversion

Chapter V. Risk Aversion and Investment Decisions (Part 1)

Chapter VI. Risk Aversion and Investment Decisions, Part II: Modern Portfolio Theory

Chapter VII. The Capital Asset Pricing Model : Another View about Risk

Chapter VIII. Arrow Debreu Pricing, Part I

Chapter IX. The Consumption Capital Asset Pricing Model

Chapter X. Arrow Debreu Pricing II: The Arbitrage Perspective

Chapter XI. The Martingale Measure, Part I

Chapter XII. The Martingale Measure, Part II

Chapter XIII. The Arbitrage Pricing Theory

Chapter XIV. Portfolio Management in the Long Run

Chapter XV. Financial Structure and Firm Valuation in Incomplete Markets

Chapter XVI. Financial Equilibrium with Differential Information

Acrobat pdf Slides

Chapter I. On the Role of Financial Markets and Institutions

Chapter II. The Challenges of Asset pricing: A Roadmap

Chapter III. Making Choices in Risky Situations

Chapter IV. Measuring Risk and Risk Aversion

Chapter V. Risk Aversion and Investment Decisions (Part 1)

Chapter VI. Risk Aversion and Investment Decisions, Part II: Modern Portfolio Theory

Chapter VII. The Capital Asset Pricing Model : Another View about Risk

Chapter VIII. Arrow Debreu Pricing, Part I

Chapter IX. The Consumption Capital Asset Pricing Model

Chapter X. Arrow Debreu Pricing II: The Arbitrage Perspective

Chapter XI. The Martingale Measure, Part I

Chapter XII. The Martingale Measure, Part II

Chapter XIII. The Arbitrage Pricing Theory

Chapter XIV. Portfolio Management in the Long Run

Chapter XV. Financial Structure and Firm Valuation in Incomplete Markets

Chapter XVI. Financial Equilibrium with Differential Information

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