Advanced Capital Markets

QST FE 920

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. In particular, martingale methods are employed to address the following topics: (i) optimal consumption- portfolio policies and (ii) asset pricing in general equilibrium models. Advances involving non-separable preferences, incomplete information and agent diversity will be discussed.

SPRG 2024 Schedule

Section Instructor Location Schedule Notes
A1 DeTemple HAR 410 TW 6:30 pm-9:15 pm

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