¾ÅÉ«ÊÓÆµ

important

Note: This is the 2024–2025 eCalendar. Current program and course information is now found in the ¾ÅÉ«ÊÓÆµ Course Catalogue at .

FINE 702 Asset Pricing Theory (3 unités)

Offered by: Gestion (Faculté de gestion Desautels)

Administered by: Études supérieures et recherch

Vue d'ensemble

Finance : 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.

Terms: This course is not scheduled for the 2024-2025 academic year.

Instructors: There are no professors associated with this course for the 2024-2025 academic year.

Back to top