- 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