Topics in Dynamic Asset Pricing

GSM MF 921

This course provides a comprehensive and in-depth treatment of modern asset pricing theories. Extensive use is made of continuous time stochastic processes, stochastic calculus and optimal control. Particular emphasis will be placed on (i) consumption-portfolio choice problems and (ii) equilibrium asset pricing models. Advances involving non-separable preferences, incomplete information and heterogeneous agents will be discussed.

SPRG 2017 Schedule

Section Instructor Location Schedule Notes
A1 TBA T 6:30 pm-9:30 pm

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.