15 470J - Asset Pricing

Description
Prereq: None. Provides a foundation in the neoclassical theory of finance that underlies more advanced study. Covers arbitrage asset pricing, optimal consumption-portfolio choices, neo-classic theory of corporate finance, static equilibrium models of asset pricing, asymmetric information, and dynamic modeling. Prepares students for further study of asset pricing theories, corporate finance and econometric work in finance. Primarily for doctoral students in finance, economics, and accounting. Final examination.
Credits
12
Recent Professors
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Recent Semesters
Fall 2019
Offered
MW, F
Avg. Sections
2