课程图谱

Asset Pricing

开始时间: 04/22/2022 持续时间: 7 weeks

所在平台: CourseraArchive

课程类别: 经济与金融

大学或机构: The University of Chicago（芝加哥大学）

授课老师： John H. Cochrane

课程主页: https://www.coursera.org/course/assetpricing

课程评论：没有评论

第一个写评论        关注课程

课程简介

This course is an introductory survey of graduate-level academic asset pricing. We will focus on building the intuition and deep understanding of how the theory works, how to use it, and how to connect it to empirical facts.

课程大纲

Week 1: Introduction and Overview, Challenging Facts and Basic Consumption-Based Model

Week 2: Classic issues in Finance; Equilibrium, Contingent Claims, Risk-Neutral Probabilities

Week 3: State-Space Representation, Risk Sharing, Aggregation, Existence of a Discount Factor

Week 4: Mean-Variance Frontier, Beta Representations, Conditioning Information

Week 5: Factor Pricing Models, Value Premium, the Fama-French model 

Week 6: Options and Bonds, Relative Pricing in Action, Term Structure Definitions

Week 7: Term Structure Models

Week 8: Portfolio Theory

课程评论(0条)

课程详情

This course is an introductory survey of graduate-level academic asset pricing. We will focus on building the intuition and deep understanding of how the theory works, how to use it, and how to connect it to empirical facts.

课程标签

芝加哥大学 资产定价

6人关注该课程

主题相关的课程