Nov 21, 2024  
Graduate Catalog | 2017-2018 
    
Graduate Catalog | 2017-2018 Previous Edition

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BPHD 8200 - Financial Economic Theory I


Examines the main themes of financial economics using discrete-time models. Topics include: mean variance analysis, risk management principle, capital asset pricing model (CAPM), linear factor model, the arbitrage pricing theory, market completes, consumption-based CAPM, multi-period consumption and portfolio choice, market equilibrium, and contingent claim pricing.

Credit Hours: (3)
Restriction(s): Admission to Ph.D. in Business Administration program or permission of instructor.
Most Recently Offered (Day): Fall 2017, Fall 2016, Fall 2015
Most Recently Offered (Evening): Course has not been offered at this time in the past 3 years


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