Economics 652:
Economics of Financial Markets II (4.0 units)
Financial market equilibrium and partial equilibrium asset pricing in discrete and continuous time; properties of equilibria with and without complete markets: theory of option prices: Black-Scholes pricing formula; term structure of interest rates; hedging strategies and managing market risk using options, futures and swaps; hedging exchange-rates risks. Prerequisite: ECON-601.
- Prerequisite: ECON 601
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 26260D | 001 | Lecture | 6:00-9:20pm | Monday | 25 of 35 | Steven Sapra | KAP148 | PDF (186416 KB) |  |