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401-8912-00L 3 Credits MSC , NDS D-MATH

Financial Theory and Asset Pricing

Lecturers & Examiners: Prof. Dr. Alexandre Ziegler

VVZ CR n/a

Last Updated: 2026-02-05 15:29:12

Abstract

- Review of the static portfolio choice model- Portfolio and consumption choices in continous-time Equilibrium asset pricing models and empirical evidence- Introducing market imperfections- Credit risk and the pricing of credit-sensitive claims- Further selected research topics in financial theory

General Information

Language: English
Levels: MSC , NDS
Frequency: Yearly recurring

Examination

Type: end-of-semester examination

No repetition possible.

Course Components

Type	Title	Time & Place	Hours
lecture	Financial Theory and Asset Pricing vom 04.04.2008 bis 23.05.2008 Zeit: 14:15-17:30	Fri 14:15-18:00 (HG G 26.3)	2 h weekly

Offered In

Mathematics Master
- Application Area (only necessary for MSc in Applied Mathematics)
  - Finance
MAS in Finance (For information and admission (and possibly more up-to-date information about the courses) see .)
- Mandatory Courses (In addition to the two type O courses participants have to follow at least one of the three type W courses.)