Course Materials

Microeconomics for Finance

Master in Finance, 1st Year - Paris Dauphine University - PSL
Access slides, exercises, and solutions for all course modules.

Course Modules

Module 1

Equilibrium in an Exchange Economy

Edgeworth box, Pareto efficiency, competitive equilibrium, and welfare theorems.

Module 2

Decision Making under Uncertainty

Lotteries, expected utility, risk aversion, and portfolio choice.

Module 3

Equilibrium in Markets for Securities

Arbitrage, Law of One Price, completeness, Arrow–Debreu, and the SDF.