Intertemporal Asset Pricing Theory (Econ 272)

This course covers topics in finance theory. I do not currently teach this course.

Syllabus

Lecture notes

1. Risk aversion
2. Discrete-time dynamic programming
3. No-arbitrage asset pricing
4. Consumption-based asset pricing
5. Numerical methods
6. Fokker-Planck equation and power law
7. Stochastic calculus and control