Program Duration: 5 Days (30 Hours)

Modern finance theory

1)  Harry Markowitz and Mean Variance Model
2)  Separation theorem
3)  William Sharpe CAPM model
4)  Rational Men Hypothesis, Risk Aversion and Utility
5)  Efficient Market Theory
6)  Black Scholes Model
7)  Binomial Trees
8)  Strategies using options
 
 
 
Genesis of Finance Theory
1) Pascal, Fermat and Probability
2) Abraham de Moiré And Bell curve
3) St. Petersburg problem
4) Daniel Bernoulli and Emergence of Utility
5) Louis Bachelier and Option Pricing
6) Pros and Cons of Finance theory
7) Gaussian Errors and CAPM
 
Human Behaviour and finance
1) Heuristics and Biases
2) Daniel Kahneman and Prospect Theory
3) Drawbacks of the Utility Theory
4) Richard Thaler and Anomalies
5) F A Hayek, Individualism and Free Markets
6) Karl popper and Hit and Trial
7) Human mind and Predictions
8) Infinite Variance and its implications
9) Plato and Mean Reversion
10) Habits Loop and Memory
 
Alternative models
1) Kelly formula
2) Time average Conception Vs Ensemble Average
 
Valuation
1) Growth And value approach
2) Valuation models
 

 

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