FINA8803

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FINA 8803 - Theory of Capital Markets II: Continuous Time (2 Cr.)

Finance (11265) TCSM - Curtis L. Carlson School of Management

Course description

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

Minimum credits

2

Maximum credits

2

Is this course repeatable?

No

Grading basis

OPT - Student Option

Lecture

Requirements

000263

Fulfills the writing intensive requirement?

No

Typically offered term(s)

Every Spring