Topic 7
Market Efficiency
1 Topic 6 (Ch. 11) The Efficient Market Hypothesis The efficient market hypothesis Event studies Are markets efficient? Weak-form tests: Predictability.
Computational Finance Lecture 2 Option Pricing: Binomial Tree Model.
CHAPTER 10 THE EFFICIENT MARKET HYPOTHESIS. Analysis of economic time series in 1950s ◦ Business cycle theorist, evolution of several economic variables.
