Course Catalog and Schedule



Asset Pricing III (FINC-585-3)
1.00 Credit
TCE BidStats

Description:
This course covers topics in the empirical asset pricing literature with an emphasis on recent developments. Topics include: Latent factor models; GMM theory and applications in finance; return predictability; performance evaluation; affine asset pricing models; Estimation of asset risk premia; estimation of volatility and jump risks from low/high frequency data; empirical derivatives pricing using parametric and nonparametric methods.

Prerequisites:
None

Download Schedule Information
Command item
  
Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2019-2020 Spring 2020 10 Weeks FINC-585-3 Asset Pricing III 21 1 Andersen, Torben TBD Evanston TBD (Room TBA) N