15.470 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 no prerequisites.

15.470 will be offered this semester (Fall 2017). It is instructed by L. Kogan and J. Wang.

Lecture occurs 10:00 AM to 11:30 AM on Mondays and Wednesdays in E51-085.

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 Introduction to Financial Economics Related Textbooks
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