Till Stowasser
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Economic Foundations and Applications of Risk (Summer 2016)

Announcements

  • Update August 12th: Your exams have been graded and results have been transferred to ISC. I guess they should be visible in your LSF profile early next week.
  • There will be the opportunity to review your exam (Klausureinsicht) on August 31st, at 3PM (Room: tba). If you wish to review your exam please send me an e-mail (to till.stowasser@econ.lmu.de) until August 28th the latest.

General information

  • Course type: Master's level course, lecture and tutorial
  • Time slot 1: Monday, 14:00-16:00, (HGB, A 017)
    • Starting date: April 18th, 2016
    • Ending date: July 11th, 2016
  • Time slot 2: Wednesday, 14:00-16:00, (HGB, B 015)
    • Starting date: April 13th, 2016
    • Ending date: July 13th, 2016
  • Final exam: July 27th, 2016, 14:00-16:00, (HGB, D 209)
  • Syllabus
  • Course outline

Course material

  • Lecture slides
    • Chapter 0: Introduction
    • Chapter 1: Expected-Utility Theory
    • Chapter 2: Measures of Risk Aversion
    • Chapter 3: Measures of Risk
    • Chapter 4: Optimal Portfolio Choice
    • Chapter 5: Insurance Markets
    • Chapter 6: Firms under Uncertainty
    • Chapter 7: Allocation of Risk
    • Chapter 8: The Value of Information
  • Problem sets
    • Problem Set 1
    • Problem Set 2
    • Problem Set 3
    • Problem Set 4
    • Problem Set 5

  • Additional material
    • Solution to Problem Set 2, Problem 5a (formerly Problem 6a)
    • Addendum Chapter 5: Graphs for slides 30 & 31
    • Addendum Problem Set 4: This and that
    • Addendum Chapter 7: Calculation on slide 17

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  • Home
  • About
  • Research
  • CV & Links
  • Teaching
    • EFAA of Risk 2023
  • Contact