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SS 215
Asset Pricing Theory
9 units (3-0-6)  | third term
Prerequisites: Students are recommended (but not required) to take SS/Ma 214.
This course is designed to get students familiar with modern research in asset pricing theory. It covers topics like arbitrage and pricing, mean-variance single period problem, arbitrage pricing theory, basics of continuous-time finance, valuation of assets in continuous-time and risk-neutral pricing, term structure results and considerations, intertemporal consumption-based asset pricing models, information economics, and some recent development in intermediary-based asset pricing models and behavioral asset pricing models.
Instructor: Jin