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Abstract
Portfolio Theory, CAPM, Financial Derivatives, Incomplete Markets, Corporate Finance, Behavioural Finance, Evolutionary Finance
Objective
Students should get familiar with the cornerstones of modern financial economics
Content
The course combines empirical analysis, theoretical foundations, and practical applications in modern asset pricing. In the empirical part, we explore stylized facts and puzzles of asset pricing. The theory section covers portfolio theory, CAPM, No Arbitrage, Arrow-Debreu pricing, complete markets, and incomplete markets within a coherent framework. The practical part introduces modern AI and machine learning methods for asset pricing.
Resources
Lecture Notes
Slides and lecture notes