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.
26260D001Lecture6:00-9:20pmMonday25 of 35Steven SapraKAP148PDF (186416 KB)session dates
Information accurate as of September 23, 2020 11:00 am.
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