Advanced Topics in Asset Pricing - FINS4776

   
   
 
Contact: Feldman,David
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS3775 or FINS4775
 
 
Session Offered: See Class Timetable
 
 
Fee Band: 2 (more info)
 
 

Description


Provides an in-depth treatment of asset pricing theories, including surveying the evidence from tests of these models. Both general asset pricing techniques and the micro-foundations of these models are covered. Emphasis is on applications of mathematical and statistical tools to provide a rigorous development of each topic. Students are assessed through a variety of means, which may include problem sets, exams, papers, and presentations.