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May 03, 2024
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ECON 504 - Financial Economics
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.
Prerequisites
When Offered
Offered in spring.
(3 cr.)
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