Asset Pricing I: Pricing Models and Derivatives
FIN 501/ORF 514
1252
1252
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An introduction to the modern theory of asset pricing. Topics include: No arbitrage, Arrow-Debreu prices and equivalent martingale measure; security structure and market completeness; mean-variance analysis, Beta-Pricing, CAPM; and introduction to derivative pricing.
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Section L01
- Type: Lecture
- Section: L01
- Status: O
- Enrollment: 0
- Capacity: 40
- Class Number: 20275
- Schedule: MW 10:30 AM-11:50 AM
Section P01
- Type: Precept
- Section: P01
- Status: O
- Enrollment: 0
- Capacity: 45
- Class Number: 20276
- Schedule: W 06:00 PM-07:30 PM