Consumption based asset pricing model stochastic discount factor derivation
This is an undergrad finance level question. Lecture notes :
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Mathematical finance question on Portfolio
and Investment Year Methods(question attached below)
- Black Scholes Calculation
You are given:
(i) X is the current value at time 2 of a 20-year annuity-due of $1 per annum.
(ii) The annual effective interest rate for year t is (1/(8+t)).
- Make a graphical of analysis of the Strong Axiom of Revelead Preference
- Internal Rate of Return vs Discount Rate
- Fixed installment loans?
- Finding Probability Density Function of a Standard Brownian motion: Conditioning for two different cases
A fund pays 1 at time t = 0, 2 at time t = 2n and 1 at time t = 4n. The
present value of the payments is 3.61. Calculate $(1 + i)^n$.
The bounty is low for a high level question with multiple parts.
At least could you do the first 2-3 parts?
Please provide the lecture notes.
I shared the lecture notes