Syllabus
Title
5344 Asset Pricing
Instructors
Assist.Prof. Maria Chaderina, Ph.D., ao.Univ.Prof. Dr. Alois Geyer, Prof. Dr. Jacob Sagi, Ph.D.
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/04/15 to 02/27/15
Registration via LPIS
Registration via LPIS
Notes to the course
Subject(s) Doctoral/PhD Programs
The students acquire a basic knowledge in asset pricing.
Overview of the topics to be covered:
- Market Efficiency, State Prices and Arbitrage
- Equilibrium in a Single-Period Model
- CAPM, APT and Linear Factor Models: Theory and Evidence
- Multi-period Models: Consumption-Based Models
Whiteboard, open discussions, presentations by students.
Lecture notes are available.
Lecture notes are available.
The course is primarily designed for Ph.D. students, and assumes knowledge of (at least)
undergraduate level macroeconomics, microeconomics, statistics and mathematics.
undergraduate level macroeconomics, microeconomics, statistics and mathematics.
Grades are based on the (quality of) solution of exercises, presentations, and a final written test.
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Last edited: 2015-05-28
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