Advanced Investment Theory (FIN 802.3)

Recent/Current Offerings

Syllabus / Public content Section Term Instructor
FIN 802 02 January 2017 Miaomiao Yu (primary instructor)
 
FIN 802 02 January 2016 Miaomiao Yu (primary instructor)

Description

Develops investment theory through the financial economics framework of Von-Neumann Morgenstern utility. This allows exploration of risk aversion, stochastic dominance, and portfolio optimization. MPT and CAPM are derived. Arrow-Debreu contingent claims and option pricing theory are addressed. Additional topics include risk-neutral valuation, stochastic discount factors, and the consumption CAPM.

Resources and Supports for FIN 802

U of S Bookstore Textbook Search
Library Reserves Search
Hire a Tutor Search