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MFIN 8890 Ph.D. Seminar: Advanced Topics in Capital Markets (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): The Department

Prerequisites: None

Cross listed with:


Last Updated: 24-Jun-17