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401-8912-00L 3 Credits BSC , NDS , MSC D-GESS , D-ARCH , D-MATH , D-BAUG , D-MTEC , D-PHYS
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Financial Theory and Asset Pricing

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

Last Updated: 2026-02-05 15:19:16

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
BSC , NDS , MSC
Frequency
Yearly recurring

Examination

Type
end-of-semester examination
Witten examination, most probably on June 27, 2007. No repetition possible.

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