15.470 Asset Pricing
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.
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.
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