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(PhD) Models & Methods of Continuous Time Finance

Spring 2013 PHD Course

B9311-008: (PhD) Models & Methods of Continuous Time Finance

R - Full Term, 09:00AM to 12:00PM
Location: URI 327

Instructor: Neng Wang

This course covers topics in dynamic asset pricing, portfolio choice and general equilibrium theory in a continuous time setting. The articles covered include some of the classic papers in the ¯eld as well as some recent research. Obviously, it is impossible to cover exhaustively all the developments in dynamic asset pricing. Listed below is a tentative list of the topics and papers that we may cover. It is subject to changes (so you may lobby for what interests you most!).