Continuous-Time Financial Economics

1 Course Unit

This course covers some advanced material on the theory of financial markets developed over the last two decades. The emphasis is on dynamic asset pricing and consumption choices in a continuous time setting. The articles discussed include many classical papers in the field as well as some of the most recent developments. The lectures will emphasize the concepts and technical tools needed to understand the articles. Fall Prerequisite: FNCE 9110 AND ECON 7100 AND ECON 7110 1 Course Unit