Asset Pricing II is a PhD-course offered by
the
Danish Doctoral School of Finance.
The focus is on the "no arbitrage" pricing in
continuous-time models. The course is taught by
Bjarne Astrup Jensen and
Rolf Poulsen.
In the former parts of the course we use Tomas Björk's book
Arbitrage Theory in Continuous Time.
The latter parts of the course are based on articles and working papers.
Scientific specs
Schedule
Registration