Stony Brook University 3 credits FIN
This course will give students an overview of asset pricing theory, estimating asset pricing models, pricing options and other derivatives. Topics covered will include Consumption-Based Pricing Model and Discount Factors; Mean-Variance Frontier and Beta Presentations; Factor Pricing Models(Capital Asset pricing Models and Arbitrage Pricing Theory); ) Specification and testing of linear factor models; Hansen-Jagannathan bounds; Option pricing and Black-Scholes Formula; Term Structure of Interests Rate; Numerical methods for derivative pricing. 3 credits Grading Letter graded (A, A-, B+, etc.)
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