This course covers topics on no-arbitrage-based asset pricing (e.g. option pricing,
term structure, credit risk), optimal consumption and portfolio choice, general equilibrium/asset pricing theory, and dynamic corporate nance theory using continuous-time methods. We cover both the classics and frontier research papers.
Chong Khoon Lin Professor of Real Estate
Neng Wang is Chong Khoon Lin Professor of Real Estate and Finance at Columbia Business School. He is also the Honorary Dean and Academic Director of the School of Finance, Shanghai University of Finance and Economics (SUFE), and a Research Associate at the National Bureau of Economic Research (NBER).
His research interests include private equity, hedge funds, asset allocation, corporate finance, risk...