Ph.D. Level Course - Paris Dauphine University-PSL (10 Sessions)
This advanced course provides a comprehensive understanding of the theoretical foundations for how financial assets are priced in equilibrium markets.
Course overview, objectives, and fundamental concepts in asset pricing theory.
Start Here →Core principles and foundational theories of asset pricing.
View Lecture →Binary trees, replication, and consumption-based asset pricing.
View Lecture →Dynamic programming, HJB equations, and term structure models.
View Lecture →Production economies, q-theory, investment opportunities, and the return on capital.
View Lecture →Juan F. Imbet
Paris Dauphine University-PSL
Email: juan.imbet@dauphine.psl.eu