15.416 Introduction to Financial Economics


Class Info

Foundations of modern financial economics; individuals' consumption and portfolio decisions under uncertainty; valuation of financial securities. Topics include expected utility theory; stochastic dominance; mutual fund separation; portfolio frontiers; capital asset pricing model; arbitrage pricing theory; Arrow-Debreu economies; consumption and portfolio decisions; consumption beta models; spanning; options; market imperfections; no-trade theorems; rational expectations; financial signaling. Primarily for doctoral students in accounting, economics, and finance.

This class has 14.121, and 14.122 as prerequisites.

15.416 will be offered this semester (Fall 2017). It is instructed by S. Ross.

Lecture occurs 2:30 PM to 4:00 PM on Mondays and Wednesdays in E51-063.

This class counts for a total of 12 credits.

You can find more information at the MIT Economics : Graduate Program site or on the 15.416 Stellar site.

MIT 15.416 Introduction to Financial Economics Related Textbooks
MIT 15.416 Introduction to Financial Economics On The Web
MIT Economics : Graduate Program
Tags
prereq financial economics theories j advanced financial economics cambridge massachusetts institute of technology • department of economics arrow-debreu

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