MGT 286. Continuous-Time Finance (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MGT.html#mgt286
Description
This course covers most powerful tools in finance, i.e., which are finance models in continuous-time setting. The subjects include dynamic portfolio selection, derivative pricing, dynamic term structure, and dynamic equilibrium models. Students may not earn academic credit for both MGTF 411 and MGT 286; these are course duplicates. Prerequisites: MGT 285; admission to management PhD program or by consent of instructor.
Prerequisite courses
Loading...
Successor courses
No courses have MGT 286 as a prerequisite.