Apr 28, 2024  
Graduate Catalog | 2020-2021 
    
Graduate Catalog | 2020-2021 Previous Edition

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BPHD 8220 - Financial Economic Theory II


The course begins with discrete-time models, and then moves to a continuous-time setting. Topics include: arbitrage, stochastic discount factors, beta pricing models, factor models, dynamic programming, derivative securities and models of the term structure of interest rates.

Credit Hours: (3)
Prerequisite(s): BPHD 8210 .
Most Recently Offered (Day): Fall 2020, Fall 2019, Fall 2018
Most Recently Offered (Evening): Course has not been offered at this time in the past 3 years


Schedule of Classes




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