Apr 18, 2024  
2013-2014 Academic Catalog 
    
Catalog Navigation
  Catalog Home
  Archived Catalogs
  Schools and Departments
  Undergraduate Degree Programs
  Graduate Degree Programs
  Courses
  Course Prefix Identification and Coding Rationale
  The University
  University Calendars: 2013-2014
  Libraries and Learning Technologies
  Academic Support Services
  AUC Press
  Undergraduate Admissions
  First-Year Experience Program
  Undergraduate Studies
  Academic Advising Center
  The Core Curriculum
  Undergraduate Academic Requirements & Regulations
  Undergraduate Student Finances
  Undergraduate Student Life
  Graduate Admissions
  Graduate Academic Requirements & Regulations
  Graduate Student Finances
  Research
  Community Based Learning
  Continuing Education and Training Programs
  Administration Personnel
  Student Enrollment Statistics
  Catalog PDF Extract
  My Portfolio
HELP
2013-2014 Academic Catalog [Published Catalog]

Add to Portfolio (opens a new window)

ECON 504/5241 - Financial Economics (3 cr.)


Prerequisites
 

Description
Analysis of financial assets and institutions. The course emphasizes modern asset valuation theory and the role of financial intermediaries, and their regulation, in the financial system. State-preference theory and optimal portfolio decision mean-variance portfolio theory, measuring portfolio risk and return, Capital Asset Pricing model (CAPM), Arbitrage Pricing Theory (APT), Option Pricing Theory, the Black-Scholes formula, Asymmetric information and rational expectations, term structure of interest rates.

When Offered
Offered occasionally.


Add to Portfolio (opens a new window)