This unit covers the fundamentals of asset pricing and valuation, under equilibrium conditions and under no-arbitrage restrictions. It reviews the main themes in modern asset pricing, and introduce ideas of importance to the evolution of the discipline, and consequently of relevance to a practitioner's long term perspective. The unit emphasises quantitative methods, so students are required to have fairly strong mathematical skills. Nevertheless, the mathematical tools needed in the unit are adequately reviewed.
|Unit name||Advanced Asset Pricing|
|Semester 1, 2020|
|Attendance mode||Normal day|
|FINC5001 or FINC6000|
|Available to study abroad and exchange students||
Teaching staff and contact details
|Coordinator||Guanglian Hu, firstname.lastname@example.org|