Financial Theory with John Geanakoplos
26 videos
This course attempts to explain the role and the importance of the financial system in the global economy. Rather than separating off the financial world from the rest of the economy, financial equilibrium is studied as an extension of economic equilibrium. The course also gives a picture of the kind of thinking and analysis done by hedge funds.
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1. Why Finance?
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2. Utilities, Endowments, and Equilibrium
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3. Computing Equilibrium
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4. Efficiency, Assets, and Time
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5. Present Value Prices and the Real Rate of Interest
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6. Irving Fisher's Impatience Theory of Interest
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1:18:35
7. Shakespeare's Merchant of Venice and Collateral, Present Value and the Vocabulary of Finance
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8. How a Long-Lived Institution Figures an Annual Budget. Yield
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1:15:08
9. Yield Curve Arbitrage
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10. Dynamic Present Value
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11. Social Security
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12. Overlapping Generations Models of the Economy
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1:12:22
13. Demography and Asset Pricing: Will the Stock Market Decline when the Baby Boomers Retire?
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14. Quantifying Uncertainty and Risk
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15. Uncertainty and the Rational Expectations Hypothesis
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16. Backward Induction and Optimal Stopping Times
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17. Callable Bonds and the Mortgage Prepayment Option
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18. Modeling Mortgage Prepayments and Valuing Mortgages
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19. History of the Mortgage Market: A Personal Narrative
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20. Dynamic Hedging
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21. Dynamic Hedging and Average Life
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22. Risk Aversion and the Capital Asset Pricing Theorem
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23. The Mutual Fund Theorem and Covariance Pricing Theorems
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24. Risk, Return, and Social Security
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25. The Leverage Cycle and the Subprime Mortgage Crisis
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26. The Leverage Cycle and Crashes
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