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ECON 869 Advanced Financial Economics

ECON 869.  Advanced Financial Economics.  3 Credits.     

This course presents an analysis of financial markets and instruments, together with the quantitative tools essential for research in the field. The material will be presented in a discrete time setting and will stress the link between financial economics and equilibrium theory. Topics will include securities pricing in the absence of arbitrage, the theory of risk and utility in the basic portfolio problem, mean variance analysis and the CAPM, the Martingale properties of security prices, restricted participation, asymmetric information, and recent research results. Prerequisite: ECON 802 or consent of instructor.

Doctor of Philosophy in Business

...Organization ECON 851 The Theory of International Trade ECON 869 Advanced Financial Economics ECON 880...