310350 Theorie unvollständiger Märkte (V) (SoSe 2011)

Contents, comment

Gliederung:

1. Einführung, Beispiele für Koordinierung in vollständigen und unvollständigen Märkten
2. Entscheidungen bei Unsicherheit
3. Preisbildung und Allokation unter Unsicherheit bei vollständiger Marktstruktur
4. Preisbildung und Allokation unter Unsicherheit bei unvollständiger Marktstruktur
5. Capital Asset Pricing Model (CAPM)

Requirements for participation, required level

- Bereitschaft zur Abstraktion und analytischem Denken
- Grundwissen aus der Statistik, linearen Algebra und Analysis
- englischsprachige Literatur

Bibliography

- Eichberger/Harper: Financial Economics, Oxford University Press
- Geanakoplos: An Introduction to General Equilibrium with Incomplete Asset Markets, Journal of Mathematical Economics 19 (1990), 1-38
- Jehle/Reny, Advanced Microeconomic Theory, Addison Wesleey

Teaching staff

Dates ( Calendar view )

Frequency Weekday Time Format / Place Period  

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Subject assignments

Degree programme/academic programme Validity Variant Subdivision Status Semester LP  
Betriebswirtschaftslehre / Diplom (Enrollment until SoSe 2005) B3a; B5; WP15   4 HS
Volkswirtschaftslehre / Diplom (Enrollment until SoSe 2005) V1A; V5; WP15   4 HS
Wirtschaftsmathematik / Diplom (Enrollment until SoSe 2005)    
Wirtschaftsmathematik (1-Fach) / Bachelor (Enrollment until SoSe 2011) M.WM.16; M.WM.17   4  
Wirtschaftswissenschaften (Kernfach) / Bachelor (Enrollment until SoSe 2011) Kernfach Modul 13   5. 6. 4  
Wirtschaftswissenschaften (Nebenfach) / Bachelor (Enrollment until SoSe 2011) Nebenfach Modul 39   5. 6. 4  
Wirtschaftswissenschaften (1-Fach) / Bachelor (Enrollment until SoSe 2011) Modul 35   4 FSB vor WS 08/09 (benotet)  
Wirtschaftswissenschaften (1-Fach) / Bachelor (Enrollment until SoSe 2011) Modul 13; Modul 27   5. 6. 4  
Wirtschaftswissenschaften (1-Fach) / Bachelor (Enrollment until SoSe 2011) Modul 35   2 unbenotet  

Klausur oder mündl. Prüfung

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Last update basic details/teaching staff:
Friday, December 11, 2015 
Last update times:
Thursday, September 26, 2013 
Last update rooms:
Tuesday, August 30, 2011 
Type(s) / SWS (hours per week per semester)
lecture (V) / 2
Department
Faculty of Business Administration and Economics
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ECTS points
4
(Also refer to the credit information in connection with the subject assignments)
ID
22917531