Vue d'ensemble
Finance : Exploration of the foundations of dynamic asset pricing and equilibrium under uncertainty, including various frameworks in continuous time, dynamic optimization, portfolio selection, the Black-Scholes equation, general equilibrium models, asset pricing puzzles, recursive utility, habit formation, heterogeneous agent economies, and Bayesian learning under incomplete information.
Terms: This course is not scheduled for the 2024-2025 academic year.
Instructors: There are no professors associated with this course for the 2024-2025 academic year.
