University of Technology Sydney

25864 Finance Theory

6cp
There are course requisites for this subject. See access conditions.

Postgraduate

Description

This subject introduces students to the major models of asset pricing and to rational expectations models. Three broad categories of asset pricing models are discussed: single-period static models and discrete time intertemporal models; continuous time models; and rational expectations models.

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Detailed subject description.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.