Economics (ECON) Courses>Financial Economics

ECON435 - Financial Economics

Description

An introduction to the application of economics to finance, with an emphasis on the theory of asset pricing. Topics include mean-variance portfolio analysis; the capital asset pricing model and arbitrage pricing theory; equity and fixed income securities; options and the Black-Scholes pricing formula; and futures contracts.

Units

1.5

Hours: lecture-lab-tutorial

3-0-0

Note(s)

  • Credit will be granted for only one of ECON 435, COM 446, MBA 525.

Prerequisites

  • Complete all of the following
    • Complete all of:
    • Earn a minimum grade of B- in each of the following:
      • ECON313 - Intermediate Microeconomics II (1.5)
    • Complete 1 of:
      • COM240 - Management Finance (1.5)
      • MATH242 - Mathematics of Finance (1.5)

Pre- or corequisites

  • Completed or concurrently enrolled in 1 of:
    • ECON345 - Applied Econometrics (1.5)
    • ECON365 - Econometrics: Part I (1.5)
    • STAT350 - Mathematical Statistics I (1.5)

Course offered by

Department of Economics

Course schedules

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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