Albina Danilova - Teaching
Office Hours (During Term)
Monday: 3:00-5:00pm
Room: COL4.09 Columbia House
MA418 Preferences, Optimal Portfolio Choice, and Equilibrium
This course is concerned with the theory of optimal investment and consumption. The course starts with the derivation of utility functions from the axioms of an agent's preferences. Utility functions are then used as a measure of portfolio performance in a financial market. Optimal investment and consumption strategies are obtained for various utility functions in both complete and some types of incomplete markets. Equilibrium and asset price formation are considered in the context of complete and informationally incomplete markets
On Moodle (for current students)
FM458 Financial Economics Preparatory Course
The aim of this course is to supplement the Economics pre-sessional course and provide students with the essential quantitative methods for the core Finance course FM436. The course will introduce foundational material essential to the study of both asset pricing in continuous time and corporate finance theory.
On Moodle (for current students)
MF4 Portfolio optimisation
Course summary: Merton's optimal investment problem; utility maximisation by duality n=methods; incomplete markets and indifference pricing; techniques - dynamic programming, convex duality, viscosity solutions.
Location: LSE, Connaught House, Room CON 2.05
Times and dates: Mondays 6pm to 9pm, LT