MGT 286Continuous-Time Finance
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
From the catalog: “MGT 285; admission to management PhD program or by consent of instructor.”