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Course Offerings

Course Evaluation Results

Course Details

Fall 2017-2018
ECO 525 / FIN 525   Graded A-F, P/D/F, Audit

Asset Pricing

Yacine Aït-Sahalia
Motohiro Yogo

Introduction to asset pricing covering theory in both continuous and discrete time to study dynamic portfolio choice; derivative pricing; the term structure of interest rates; and intertemporal asset-pricing and consumption-based models. Pre-requisites: All required courses in micro, macro and econometrics at the first-year PhD level.

Sample reading list:
See instructor for complete list

Mid Term Exam - 50%
Final Exam - 50%

Other Requirements:
Open to Graduate Students Only.

Prerequisites and Restrictions:
ECO 501, 502, 503, 504, 517 and 518..

Other information:
Qualified undergraduates must receive written permission from the instructor to register for the course.


Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
20654 L01 10:40:00 am - 12:10:00 pm T Th   Julis Romo Rabinowitz Building   101   Enrolled:9 Limit:30