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Lecture 2 is available

posted Jan 24, 2012, 10:18 PM by Jim Dolmas   [ updated Jan 25, 2012, 10:00 AM ]
Here are notes for Lecture 2. I apologize for the reference section---the way I'm putting the document together in LaTeX, I can't get separate bibliographies for separate chapters. So Lecture 2's bibliography repeats entries from Lecture 1.

This lecture covers the basic theory of state prices, stochastic discount factors and risk neutral pricing.

UPDATE: I found a little mistake in the version I posted last night, so I've posted a corrected copy. If you've already printed the notes up, the only difference is on page 30.
Jim Dolmas,
Jan 25, 2012, 10:00 AM