Asset Pricing

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Course Details

Cost

FREE

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  • TBA

Course Provider

Canvas Network online courses
The Canvas Network sets itself apart from other education providers by making learning current and directly relevant to you. For example, the network uses the AMC hit TV series "The Walking Dead" to teach lessons in survival, science and society. Looking to advance your business career even further? Learn from knowledgeable professors like Kirk O. Hanson. Hanson has 23 years of experience teaching business ethics and is the executive director for the Markkula Center for Applied Ethics at S...
The Canvas Network sets itself apart from other education providers by making learning current and directly relevant to you. For example, the network uses the AMC hit TV series "The Walking Dead" to teach lessons in survival, science and society. Looking to advance your business career even further? Learn from knowledgeable professors like Kirk O. Hanson. Hanson has 23 years of experience teaching business ethics and is the executive director for the Markkula Center for Applied Ethics at Santa Clara University. Learn about large events like the Olympics with professor Mark Wilson, who has visited eight world's fairs and two Olympics. The Canvas Network leaves behind the “one-size-fits-all” approach to online learning and offers classes taught by outstanding professors with course material that is made relevant to today's society.

Provider Subject Specialization
Education
Business & Management
10 reviews

Course Description

Are you curious about quantitative academic finance? Have you considered graduate study in finance? Are you working in an investment bank, money-management firm or hedge fund and you want to understand models better? Would you like to know what buzzwords like beta, risk premium, risk-neutral price, arbitrage, equity premium, and discount factor mean? This class is for you. We will see how one basic idea, price equals expected discounted payoff, unites everything - models that describe stocks, bonds, options, real investments, discrete time, continuous time, asset pricing, portfolio theory, and so forth.

The course freely uses calculus and basic linear algebra, plus simple statistics — you should know what a random variable is, an expectation, and basic time series such as an AR(1). Knowing how to use a computer and run a regression is useful.

Objectives

The course will walk you through broad range of finance topics, including...

Are you curious about quantitative academic finance? Have you considered graduate study in finance? Are you working in an investment bank, money-management firm or hedge fund and you want to understand models better? Would you like to know what buzzwords like beta, risk premium, risk-neutral price, arbitrage, equity premium, and discount factor mean? This class is for you. We will see how one basic idea, price equals expected discounted payoff, unites everything - models that describe stocks, bonds, options, real investments, discrete time, continuous time, asset pricing, portfolio theory, and so forth.

The course freely uses calculus and basic linear algebra, plus simple statistics — you should know what a random variable is, an expectation, and basic time series such as an AR(1). Knowing how to use a computer and run a regression is useful.

Objectives

The course will walk you through broad range of finance topics, including continuous-time overview, facts, classic issues, discount factor, mean-variance frontier, factor pricing models, GMM, Fama-French model and performance evaluation, econometrics of classical linear models, time series predictability, options, bonds, as well as lectures on interaction between equity premium, macroeconomics and asset pricing.


Prerequisites: Calculus, basic linear algebra, and simple statistics.


Target Audience: Undergraduate and graduate students interested in academic finance; investment bank, money-management firm and hedge fund employees; anyone eager to understand asset pricing better.


Course is offered by The University of Chicago Booth School of Business.

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