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

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 2020

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C01 Outline

Fall 2019

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C01 Outline

Winter 2019

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