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Searched for: "14.440" Subjects offered any term 1 subject found.
14.440[J] Advanced Topics in Financial Economics II
(
)
(Same subject as 15.473[J])
Prereq: None
Units: 3-0-9
Covers advanced topics in the theory of financial markets. Topics include multiperiod securities markets and martingales; pricing of contingent securities such as options; optimal consumption and portfolio problems of an individual; dynamic equilibrium theory and the intertemporal capital asset pricing model; term structure of interest rates; equilibrium with asymmetric information, transaction costs, borrowing constraints, agency problems, and financial intermediaries; dynamic models of corporate finance. Primarily for doctoral students in finance, economics, and accounting.
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