The PhD program in Business Administration at DeGroote offers students the opportunity to study and conduct leading-edge research with some of the top researchers in their fields. Students develop the theoretical and methodological expertise required to create original research that makes a significant impact on the business community.

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Course Description

BUSINESS 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

Winter 2018

Code Section Outline
C01

Winter 2017

Code Section Outline
C01

Winter 2016

Code Section Outline
C01 Outline

Winter 2015

Code Section Outline
C01 Outline
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