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All Lessons in Financial Theory with John Geanakoplos - Yale
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
13 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
17 17. Callable Bonds and the Mortgage Prepayment Option
18 18. Modeling Mortgage Prepayments and Valuing Mortgages
19 19. History of the Mortgage Market: A Personal Narrative
20 20. Dynamic Hedging
21 21. Dynamic Hedging and Average Life
22 22. Risk Aversion and the Capital Asset Pricing Theorem
23 23. The Mutual Fund Theorem and Covariance Pricing Theorems
24 24. Risk, Return, and Social Security
25 25. The Leverage Cycle and the Subprime Mortgage Crisis
26 26. The Leverage Cycle and Crashes