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BUSINESS F772

Financial Economics II

Graduate

Fall 2025

Topics

  • asset pricing
  • pricing
  • arbitrage
  • securities
  • probability

Readings

  • Financial Calculus: An Introduction to Derivative Pricing
    Martin Baxter; Andrew Rennie · recommended/optional
  • Stochastic Calculus for Finance I & II
    Steven E. Shreve · recommended/optional
  • Theory of Asset Pricing
    George Pennacchi · recommended/optional
Sources