Economics 652:
Economics of Financial Markets II (4.0 units)
Financial market equilibrium and partial equilibrium asset pricing in discrete and continuous time; properties of equilibria with and without complete markets: theory of option prices: Black-Scholes pricing formula; term structure of interest rates; hedging strategies and managing market risk using options, futures and swaps; hedging exhange-rates risks.
- Prerequisite: ECON 503
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 26260D | 001 | Lecture | 2:00-4:50pm | Monday | 9 of 25 | Levon Goukasian | KAP166 |  |