Apr 29, 2025  
2024-2025 Graduate Catalog 
    
2024-2025 Graduate Catalog

ECO 529SEM - Eco of Asset Valuation


This course develops methods of asset valuation based on equilibrium concepts in micro and macroeconomics. Furthermore, this class teaches techniques to analyze financial contracts whose payoffs are contingent on fluctuation in economic activity. The course focuses on explaining a genuine relationship between consumption-saving decisions and asset pricing under the general equilibrium framework, as well as on model-building skills for advanced research in financial economics. Other topics include: attitude toward risk, incomplete markets, factor pricing, dynamically complete markets, risk-neutral probability, and risk neutral pricing. Suggested Pre-requisites: ECO 505, ECO 526, ECO 527

Credits: 3

Requisites: Pre-Requisite: ECO 580 or ECO 581.