78173 - ASSET PRICING

Anno Accademico 2018/2019

  • Docente: Gabriele Camera
  • Crediti formativi: 6
  • SSD: SECS-P/11
  • Lingua di insegnamento: Inglese
  • Modalità didattica: Convenzionale - Lezioni in presenza
  • Campus: Bologna
  • Corso: Laurea Magistrale in Economics (cod. 8408)

Conoscenze e abilità da conseguire

The goal of the course is to introduce students to a sound knowledge of asset pricing using dynamic programming techniques. The pricing method is based on the intertemporal approach known as Consumption Capital Asset Pricing Model (Lucas, 1978), which represents a fundamental approach in financial economic theory on asset pricing. By the end of the course the student has acquired: - a good knowledge of fundamental notions of choice under uncertainty; - a good knowledge of basic tools for handling intertemporal maximization problems; - a good knowledge of the pricing technique known as Consumption Capital Asset Pricing Model; - a good understanding of the economic determinants of price fluctuations on financial markets.

Modalità di verifica e valutazione dell'apprendimento

Esame scritto. Presentazione in classe.

Orario di ricevimento

Consulta il sito web di Gabriele Camera