Course Description

F772 - Financial Economics II

This course extends Business F771 to include continuous-time models of security valuation and, especially, models for the pricing of derivative securities. The course will also discuss issues related to the non-arbitrage condition in asset pricing, models of the term structure of interest rates and default risk models.

Course Offerings

Fall 2023

Code	Section	Day	Start	End	Room	Instructor	Outline
F772	C01	THU	11:30	14:30	Refer to A2L or Mosaic	Dr. Peter Miu	Outline

Fall 2022

Code	Section	Day	Start	End	Room	Instructor	Outline
F772	C01	WED	11:30	14:30	DSB 321	Guoying Luo	Outline

Fall 2021

Code	Section	Day	Start	End	Room	Instructor	Outline
F772	C01	TUE	1:00PM	4:00PM		Miu	Outline
F772	C01	THU	13:00	16:00		Miu	Outline

Fall 2020

Code	Section	Day	Start	End	Room	Instructor	Outline
F772	C01	THU	2:00PM	5:00PM	Virtual	Miu	Outline

Fall 2019

Code	Section	Day	Start	End	Room	Instructor	Outline
F772	C01	THU	11:00	14:00	DSB 321	Miu	Outline

Course Offerings Archive Submission Form

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