USC Schedule of Classes

Spring 2021

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 exchange-rates risks. Prerequisite: ECON-601.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
26260D001Lecture6:00-9:20pmMonday9 of 29Steven SapraKDC240 & ONLINEPDF (219278 KB)session dates
Information accurate as of October 3, 2021 5:01 pm.
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