Asset Pricing II

Concentration: Finance
Academic Year: 2022-2023
Semester: First
Required/Elective: Required
Prerequisite(s): Asset Pricing I
Course Hours / Week: 3 hours per week / 8 weeks

This course studies the fundamentals of asset pricing. In particular, it reviews the Zero-beta CAPM model, the asset pricing theory based on arbitration, the Arrow-Debreu model (state-price approach), and the linear valuation of financial assets.




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