Asset Pricing I: Pricing Models and Derivatives

Subject associations
FIN 501 / ORF 514
Term
Fall 2021
Instructors
Moritz F. Lenel
Registrar description

An introduction to the modern theory of asset pricing. Topics include: No arbitrage, Arrow-Debreu prices and equivalent martingale measure; security structure and market completeness; mean-variance analysis, Beta-Pricing, CAPM; and introduction to derivative pricing.