Asset Pricing Theory
MGT 630a
Course Description:
Develops the theoretical basis for major asset pricing models. Single period versions of the Capital Asset Pricing Model, the Arbitrage Pricing Model, and the Option Pricing Model are formally developed from basic economic principles. Consent of instructor required to enroll. This is a doctoral level class. NOT OFFERED 2005/2006.
2 Credit(s)
Faculty:
- Jacob Sagi (View Profile)
Subject Area(s):
- Finance
Program(s):
- MBA
- MS Finance
Please Note: Not all courses are scheduled each semester. Complete class schedules are available upon enrollment.
