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401-3912-08L 4 Credits BSC , MSC D-MATH

Financial Economics for Mathematicians. Part 2

Lecturers & Examiners: Prof. Dr. Semen Mark Malamud

VVZ CR n/a

Last Updated: 2026-02-05 15:29:11

Abstract

This is a course on equilibrium asset pricing in heterogeneous economies. We study the long run behavior of asset prices in heterogeneous complete market economies and analyze the effects of heterogeneous information on asset prices, in particular, in the classical Grossman-Stiglitz and Glosten-Milgrom models.

General Information

Language: English
Levels: BSC , MSC

Examination

Type: session examination
Mode: oral 20 minutes

Course Components

Type	Title	Time & Place	Hours
lecture	Financial Economics for Mathematicians. Part 2	Mon 13:15-15:00 (HG D 1.1)	2 h weekly

Offered In

Mathematics Bachelor
- Core Courses and Electives
  - Electives
Mathematics Master
- Core Courses and Electives
  - Electives
    - Electives: Applied Mathematics and Further Application-Oriented Fields (¬)