FIN-608 / 3 credits

Teacher: Collin Dufresne Pierre

Language: English


Frequency

Every year

Summary

We study the role of information in equilibrium asset pricing models. We cover simple one-period models of incomplete and asymmetric information using competitive rational expectation equilibria and Bayesian-Nash equilibria. We extend the analysis to dynamic models with heterogeneous beliefs.

Content

Keywords

Information, Asset Pricing.

Assessment methods

Written exam.

In the programs

  • Exam form: Written (session free)
  • Subject examined: Information and Asset Pricing
  • Lecture: 28 Hour(s)

Reference week