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ECON542 - Economics of Financial Markets

The course surveys Asset Pricing Theory with an emphasis on the utility-based discount-factor approach. The discount factor provides a unifying framework for the evaluation of most classes of assets including stocks, bonds, and derivatives. In particular, the course reviews mean- variance analysis, factor pricing, discrete time models, and classical results in continuous time, such as the Black and Scholes option Pricing Formula. These theoretical models are also illustrated by empirical applications.

Winter Term 2021

Lecture Sections

Winter Term 2021 - LEC B1 (98556)

MW 14:00:00 - 15:20:00 (T 1 100)
Instructor: vgalvani@ualberta.ca

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