Asset Pricing Part 1 & 2 - John Cochrane

mp4   Hot：252   Size：5.59 GB   Created：2017-09-29 20:24:04   Update：2021-12-13 02:15:44  

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  • Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 0.0 1. Continuous Time Diffusions & Diffusion Models (1220).mp4 77.45 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 0.1 Q&A with AaronKaylea Ito's Lemma & Stochastic Calculus (259).mp4 18.3 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 0.2 2. Continuous Time Ito's Lemma (827).mp4 50.74 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 0.3 Q&A with Aaron Variances (513).mp4 34.63 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 0.4 3. Continuous Time Solving Stochastic Differential Equations (1243).mp4 74.1 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 1.0 1. Equity Premium and Risk (1315).mp4 88.28 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 1.1 2. Time Varying Risk Premium (1054).mp4 74.21 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 1.2 3. The Cross Section of Stock Returns (939).mp4 64.38 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 1.3 4. Summary (414).mp4 25.56 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.0 1. Standard Error of the Mean (645).mp4 42.68 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.1 2. GMM Estimation (835).mp4 53.66 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.2 3. GMM Distribution (934).mp4 58.23 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.3 4. Efficient GMM (701).mp4 43.26 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.4 5. GMM Does OLS (635).mp4 41.18 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.5 6. Choosing a W Matrix (916).mp4 56.52 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.6 7. S Matrix Dangers (514).mp4 32.06 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 10.7 8. S Matrix Dangers Part 2 (154).mp4 11.56 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 2.0 1. A Preview of Asset Pricing Theory (412).mp4 26.98 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 2.1 2. Understanding P = E(Mx) (1311).mp4 90.68 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.0 1. Overview (300).mp4 21.17 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.1 2. Meet the Players part. 1 (800).mp4 52.98 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.10 8. Random Walks & Time-Varying Risk Premiums (906).mp4 53.7 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.11 9. General Equilibrium and Causality (1021).mp4 62.03 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.12 10. Summary (335).mp4 21.65 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.2 Q&A with Ben on Meet the Players 1 (117).mp4 8.56 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.3 3. Meet the Players part. 2 (719).mp4 46.2 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.4 4. Risk Free Rate and Macroeconomics (817).mp4 51.67 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.5 Q&A with Ben on interest rates What about reality (245).mp4 17.98 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.6 5. Consumption and Risk Premiums (910).mp4 55.32 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.7 6. Risk Premiums & Betas (823).mp4 52.99 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.8 7. Mean Variance Frontier and Roll Theorem (751).mp4 50.83 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 3.9 Q&A with Ben on the MVF Where is the Hyperbola (136).mp4 10.88 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.0 1. States & Complete Markets (705).mp4 49.98 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.1 Q&A with Ben Does S have to be finite (118).mp4 10.09 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.2 2. Discount Factor in Complete Markets (306).mp4 24.03 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.3 3. Risk-Neutral Probabilities in Complete Markets (406).mp4 32.3 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.4 Q&A with Aaron Uniqueness (106).mp4 8.5 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.5 4. Investors in Complete Markets (525).mp4 40.08 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.6 5. Risk-Sharing in Complete Markets (429).mp4 34.91 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.7 6. State-Space Geometry (542).mp4 43.76 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 4.8 7. Complete-Markets Summary (256).mp4 21.22 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 5.0 Discount Factor in Incomplete Markets (838).mp4 60.86 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 5.1 Theorem 1 What It Does and Does Not Say (348).mp4 28.3 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 5.2 Positive M & Arbitrage (416).mp4 30.19 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 5.3 Theorem 2 What It Does and Does Not Say (242).mp4 20.65 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.0 Classic Approach (659).mp4 16.7 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.1 State-Space Approach (906).mp4 62.76 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.2 Comparing Frontiers (524).mp4 36.84 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.3 Q&A with Aaron (155).mp4 13.08 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.4 Q&A with Ben (146).mp4 11.11 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.5 Q&A with Aaron again (119).mp4 8.13 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.6 Q&A with Jung Ho (232).mp4 16.31 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 6.7 Roll Theorem (529).mp4 36.62 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 7.0 Summary and Implications (254).mp4 19.09 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 7.1 History and Representation (514).mp4 37.93 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 7.2 Fishing (426).mp4 30.12 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 7.3 Mimicking Portfolio Theorem & Fishing (457).mp4 35.45 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 8.0 Conditioning Down (542).mp4 37.38 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 8.1 Instruments & Managed Portfolios (521).mp4 38.07 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 8.2 Q&A with Jung Ho (139).mp4 10.35 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 8.3 Conditional & Unconditional Models (824).mp4 53.19 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 8.4 Q&A with Ben (213).mp4 14.86 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.0 1. IntroductionOverview (832).mp4 75.25 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.1 2. CAPM Simple 2-Period Quadratic (412).mp4 34.23 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.10 Q&A with Aaron (152).mp4 12.63 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.11 8. Multifactor Models – U’ Intuition Macro Mimicking Portfolios (339).mp4 11.91 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.12 9. Comments (938).mp4 99.85 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.13 10. APT (Arbitrage Pricing Theory) (554).mp4 19.1 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.14 11. APT vs Equilibrium Models (CAPM) (1013).mp4 93.43 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.2 Q&A with Aaron (108).mp4 10.09 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.3 3. CAPM Derivation with Log Utility or IID Consumption Growth.mp4 32.15 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.4 Q&A with Alex (147).mp4 11.7 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.5 4. ICAPM State Variables (719).mp4 28.88 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.6 Q&A with Alex (145).mp4 13.16 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.7 5. Multifactor Models - Outside Income (410).mp4 14.24 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.8 6. Multifactor Models - Portfolio Intuition (519).mp4 22.44 MB
    Asset Pricing Part 1 - John Cochrane/Asset Pricing Part 1 9.9 7. Intertemporal Example (323).mp4 13.06 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 0.0 1. The FamaFrench 3-Factor Model (753).mp4 65.61 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 0.1 2. The FamaFrench Model (852).mp4 77.95 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 0.2 3. Using the 3-Factor Model (641).mp4 48.1 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 0.3 4. Momentum & Reversal (612).mp4 48.53 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 0.4 5. What is the FamaFrench 3-Factor Model (950).mp4 84.79 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 1.0 Carhart 1 (943).mp4 54.64 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 1.1 Carhart 2 (927).mp4 52.37 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 1.2 Fama and French (1308).mp4 67.54 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 1.3 Berk and Green (1051).mp4 64.73 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.0 1. Motivation & Outline.mp4 26.65 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.1 2. Time-Series and GRS (550).mp4 17.43 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.2 3. Cross-Sectional Regressions.mp4 45.28 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.3 4. Comments.mp4 4.02 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.4 5. Fama-MacBeth Regressions.mp4 41.19 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.5 6. GMM SDF Tests.mp4 28.04 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.6 7. Comments 2.mp4 15.57 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 2.7 8. Testing One Model vs Another (857).mp4 29.58 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.0 Introduction Three facts.mp4 35.68 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.1 One-Period Identities (730).mp4 32.45 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.2 Campbell-Shiller Present Value Formula (443).mp4 20.41 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.3 Volatility (934).mp4 33.7 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.4 Vector Autoregression (853).mp4 39.42 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.5 Volatility and the VAR (437).mp4 22.26 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.6 Impulse-Response Function (908).mp4 47.87 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.7 Univariate vs Multivariate Responses (635).mp4 36.61 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.8 More Variables (825).mp4 41.71 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 3.9 Pervasive Predictability -- Preview (526).mp4 27.03 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.0 Equity Premium Puzzles (746).mp4 47.49 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.1 Equity Premium Puzzles Comments (741).mp4 43.56 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.2 Habits (737).mp4 44.79 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.3 Habits Discussion (446).mp4 24.44 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.4 Recursive Utility (843).mp4 52.95 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.5 Idiosyncratic Risk (724).mp4 44.96 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.6 Heterogeneous Risk Aversion (622).mp4 36.87 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.7 Production (908).mp4 49.74 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 4.8 Alternative approaches An overview (919).mp4 56.05 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 5.0 1. Intro and Payoffs (928).mp4 85.52 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 5.1 2. Arbitrage Bounds (502).mp4 33.91 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 5.2 3. Black-Scholes (959).mp4 78.29 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 5.3 4. Other Methods (854).mp4 63.47 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 5.4 5. Spanning State Prices and Current Models (859).mp4 67.42 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 5.5 6. Date Smile Models (1301).mp4 79.65 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.0 1. Introduction (735).mp4 47.41 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.1 2. Definitions (549).mp4 15.97 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.10 10. Comments on Single-Factor Vasicek (923).mp4 62.06 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.11 11. Continuous-Time Term Structure (902).mp4 69.02 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.12 12. Continuous-Time Discussion (722).mp4 56.04 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.2 3. Expectation Hypothesis (551).mp4 45.39 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.3 4. Risk Premium Introduction (535).mp4 49.41 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.4 5. Facts - FamaBliss (933).mp4 74.68 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.5 6. Statistical Factor Models (713).mp4 52.81 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.6 6.1 Statistical Factor Models in the Data (706).mp4 44.56 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.7 7. Term Structure Model w Expectations Hypothesis (619).mp4 42.8 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.8 8. Discrete-Time Vasicek (525).mp4 37.34 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 6.9 9. Other Approaches (703).mp4 46.46 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 7.0 1. Classic Approach (1143).mp4 75.62 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 7.1 2. Mean-Variance (918).mp4 57.97 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 7.2 3. Merton (1134).mp4 74.17 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 7.3 4. Merton Examples (533).mp4 34.15 MB
    Asset Pricing Part 2 - John Cochrane/Asset Pricing Part 2 7.4 5. Summary (1109).mp4 76.35 MB

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