15.470 Asset Pricing


Class Info

Provides a foundation in the neoclassical theory of finance that underlies more advanced study. Covers arbitrage asset pricing, optimal consumption-portfolio choices, neo-classic theory of corporate finance, static equilibrium models of asset pricing, asymmetric information, and dynamic modeling. Prepares students for further study of asset pricing theories, corporate finance and econometric work in finance. Primarily for doctoral students in finance, economics, and accounting.

This class has no prerequisites.

15.470 will be offered this semester (Fall 2018). It is instructed by L. Kogan and L. Schmidt.

Lecture occurs 10:30 AM to 12:00 PM on Mondays and Wednesdays in E51-057.

This class counts for a total of 12 credits.

You can find more information at the MIT + 15.470 - Google Search site or on the 15.470 Stellar site.

MIT 15.470 Asset Pricing Related Textbooks
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