Apr 18, 2024  
Graduate Catalog | 2021-2022 
    
Graduate Catalog | 2021-2022 Previous Edition

Add to Catalog Bookmarks (opens a new window)

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 2019, Fall 2020, Fall 2021
Most Recently Offered (Evening): Course has not been offered at this time in the past 3 years


Schedule of Classes




Add to Catalog Bookmarks (opens a new window)