Module code: ECOM044
Credits: 15.0
Semester: SEM2
Contact: Prof Konstantinos Zachariadis
The aim of this module is to provide students with the analytical tools of advanced finance theory. The module will give an introduction to stochastic calculus, optimal control and martingale methods, and will cover dynamic asset pricing models, optimal consumption and portfolio theory, equilibrium models of the term structure of interest rates, option pricing of interest rates and stocks based on arbitrage and general equilibrium models, incomplete markets and portfolio optimisation in incomplete markets.
Connected course(s): UDF DATA
Assessment: 80.0% Examination, 20.0% Coursework
Level: 7
