Intertemporal Asset Pricing Theory (Econ 272)

Graduate, UCSD, 2017

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


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