Mathematical/Financial Economics topic for a Math Seminar class?
I am looking for an interesting topic in the realm of Mathematical Economics or Mathematical Finance to lecture on for my Math Seminar class. I was going to do it on the Black-Scholes model (and its derivation), but that may be too much for one 45-50 minute class. Any suggestions?
Lecture on the theory behind, and empirical evidence regarding the 3 different CAPMS - CAPM, CCAPM, ICAPM. Historical evolution of empirical evidence might be interesting as well.
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