ECN480.6 : * Introduction to Financial Economics (Tsinghua U) *
Description:
Taught in English This course will provide an introduction to topics in financial economics and equip students with a thorough understanding of the interplay between basic concepts of economics and finance. This course covers the following topics: expected utility theory, stochastic dominance, mutual fund separation, portfolio frontiers, capital asset pricing model, arbitrage pricing theory, Arrow-Debreu economics, consumption and portfolio decisions, spanning, options, rational expectations, discrete time single–period and multi-period consumption pricing model, discrete time single-period and multi-period arbitrageur pricing model. The topic of asymmetric information theory is optional depending on the process of class. This course is primary for advanced students in finance and economics. Solid mathematic and quantitative ability is helpful as mathematic and quantitative analysis is very important during this course.
Pre-reqs: Intermediate microeconomics, Primary probablility, Applied Stochastic Process, Calculus and Linear Algebra.
Class taught by Tsingua's School of Economics & Management and may not be available every semester. Tsinghua's exam schedule for this course may require students to stay beyond the regular SU Beijing program end-date.
Available Locations:
China
Semester(s) Offered:
Offered: Spring
Credits:
4
Department:
Economics
