MGEC72H3: Financial Economics

This course introduces students to the theoretical underpinnings of financial economics. Topics covered include: intertemporal choice, expected utility, the CAPM, Arbitrage Pricing, State Prices (Arrow-Debreu security), market efficiency, the term structure of interest rates, and option pricing models. Key empirical tests are also reviewed.

ECO358H1
60
Social and Behavioural Sciences