May 23, 2024  
2020-2021 Academic Catalog 
2020-2021 Academic Catalog [Published Catalog]

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

   and consent of instructor

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 in fall.

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