MGT 295I: Asset Pricing Theory

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Units: 4

Hours: Seminar, 3 hours; extra reading, 2 hours; written work, 1 hour

Catalog page 444

Prerequisites: MGT 295F, ECON 205A, graduate standing in Management; or consent of the instructor

Description: Covers equilibrium models of stock returns and their relation to utility theory, arbitrage-based pricing models, options, term structure models and limits to arbitrage

Derived Information — The following is not part of the official catalog but is computed from catalog data.

Serves as a prerequisite for

MGT 295J
Prerequisite graph not available.
Enrollment History (from UCR Banner, not catalog)
Year F W S Su Total
2018-19 3/10 3/10