ECO358H5 • Financial Economics I

Description

This course provides an introduction to capital markets and asset pricing. We will cover the role of financial markets, project valuation, expected utility and risk aversion, financial risk, general equilibrium pricing, the Capital Asset Pricing Model, Arbitrage Pricing Theory, derivatives, option pricing, term structure of interest rates, foreign exchange markets, and market efficiency.

Prerequisites
( ECO200Y5 or ECO204Y5 or ECO206Y5) and [( ECO220Y5 or ECO227Y5) or (1.0 credit from STA256H5 or STA258H5 or STA260H5)]
Exclusions
Enrolment Limits
ECO358H5 is not open to Commerce students.
Distribution Requirement
Social Science
Total Instructional Hours
24L
Mode of Delivery
In Class
Program Area
Economics