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ECON 264A
General Equilibrium and Finance
4 units
Taken?
Description
Lecture, three hours. Designed for graduate students. Introduction to mathematical finance from general equilibrium viewpoint. CAPM and static equilibrium models. Intertemporal models in discrete and continuous time. Spanning, option prices, and derivatives. Martingales, random walks, and market efficiency. S/U or letter grading.
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