S a v i c k a s F i n a n c i a l , I n c.
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Analyses, modeling, expert witness
model validation
strategic portfolio allocation
mortgage and other loan risk modeling
interest-rate and other derivative securities
index flows
risk management
other
Training
financial modeling
investments and portfolio management
financial derivative securities
risk management
continuous time finance
topics in asset pricing
other
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Asset pricing
Topics in this somewhat more advanced training module include:
the problem of lifetime utility maximization;
the fundamental asset pricing equation;
the pricing kernel and the Radon-Nikodym derivative;
The CAPM;
The Conditional CAPM;
The Intertemporal CAPM;
The APT and multi-factor pricing models;
etc.