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MFIN 8889 PhD Sem:Dissertation Res Topics/Corporate Finance (Fall: 3 )


Course Description

This course focuses on continuous time models in capital market theory. Topics covered include capital market equilibrium, option pricing, and the term structure of interest rates. The mathematics necessary to analyze these problems are also presented, including stochastic (Ito) calculus, stachastic differential equations, and optimal control.


Instructor(s):

Prerequisites: None

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Last Updated: 14-Feb-14