Asset Pricing II Spring 2008


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.

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