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MSC 633 - Theory of Finance II

Course Description: 

This course is intended as an in depth review of the following areas of finance: (1) continuous time risk neutral pricing; (2) jump diffusion models; (3) continuous time utility optimization modeling (with dynamic programming); (4) consumption CAPM modeling; (5) non-time seperable utility modeling; and (6) behavioral finance.

Credit: 

(3-0-3)

Prerequisite: 

None

Corequisite: 

None