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ECON 769 Financial Economics

ECON 769.  Financial Economics.  3 Credits.     

An introduction to the economic analysis of choice under uncertainty and asset pricing theory. Topics include the general equilibrium Arrow-Debreu model of complete markets; capital asset pricing model; stochastic dominance; portfolio frontiers; mutual fund separation theorems; arbitrage pricing theory; valuation of derivative securities. Both single-period models and multi-period models will be discussed. Students should have some background in elementary linear algebra, calculus, and probability theory. Prerequisite: MATH 127; ECON 526 or MATH 526; MATH 290 recommended.

Doctor of Philosophy in Business

...ECON 730 Topics in Industrial Organization ECON 769 Financial Economics ECON 817 Econometrics I ECON...