Course Catalog and Schedule

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

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.

All Students: FINC-485-0

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Academic Year Term   Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2013-2014 Winter 2014 FINC-487-0 Dynamic Asset Pricing Theory 21 1 Skiadas, Constantinos Fri 09:30 AM - 12:00 PM Evanston Jacobs (4214) N