FINE 702. Asset Pricing Theory.
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FINE 702
Asset Pricing
Theory.
Credits: 3
Offered by: Management (Graduate Studies)
This course is not offered this catalogue year.
Description
Exploration of the foundations of dynamic asset pricing and equilibrium under uncertainty, including various frameworks in continuous time, dynamic optimization, portfolio selection, the Black-Scholes equation, general equilibrium models, asset pricing puzzles, recursive utility, habit formation, heterogeneous agent economies, and Bayesian learning under incomplete information.
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