Course Catalog and Schedule



Dynamic Asset Pricing Theory (FINC-487-0)
1.00 Credit
TCE BidStats

Description:
This course covers the basic arbitrage and equilibrium models of asset pricing in dynamic settings. Topics include the implications of no arbitrage for derivative security pricing and term-structure models, optimal portfolio selection, equilibrium models of asset pricing and the representative agent. The necessary mathematical tools are introduced, including the Ito calculus and stochastic control.

Prerequisites:
Prerequisites:
All Students: FINC-485-0

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