FIN-608 / 3 crédits

Enseignant: Collin Dufresne Pierre

Langue: Anglais


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.

Dans les plans d'études

  • Forme de l'examen: Ecrit (session libre)
  • Matière examinée: Information and Asset Pricing
  • Cours: 28 Heure(s)

Semaine de référence