FINA8803: Theory of Capital Markets II: Continuous Time

2 Credits

Continuous-time financial economics. Emphasizes mathematical/statistical tools. Ito processes, Girsanov’s theorem, risk-neutral pricing. How to formulate/analyze continuous-time models. prereq: [Econ 8101, Econ 8102, Bbsiness admin PhD student] or instr consent

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A- Average (3.500)Most Common: A- (40%)

This total also includes data from semesters with unknown instructors.

10 students
FDCBA
  • 5.89

    /6

    Recommend
  • 5.67

    /6

    Effort
  • 5.89

    /6

    Understanding
  • 5.89

    /6

    Interesting
  • 5.78

    /6

    Activities


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