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401-8912-00L 3 Credits
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Financial Theory and Asset Pricing

Lecturers & Examiners: Prof. Dr. Rajna Gibson
VVZ CR n/a

Last Updated: 2026-02-05 15:09:57

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 topics in financial theory

General Information

Language
German
Frequency
Yearly recurring

Examination

Type
end-of-semester examination

Course Components

Type Title Time & Place Hours
lecture Financial Theory and Asset Pricing
  • Wed 10:15-12:00
  • Wed None-None
2 h weekly

Offered In