Day 0: Course Introduction

Asset Pricing Theory

Juan F. Imbet

Paris Dauphine University-PSL

About the Instructor

• Engineering background with a Ph.D. in Finance.
• Academic Research in Big Data and Textual Analysis to understand financial decisions.
• Teaching experience in programming, Large Language Models, and Asset Pricing.
• Consulting in private equity implementing AI tools for investment decisions.

• Contact details: juan.imbet@dauphine.psl.eu
• Office Hours: Appointment via email
• Office P606

Grading Breakdown

• Final Exam: 70%

• Homework Assignments: 30%

Prerequisites (optional but highly recommended)

Mathematical Background

• Calculus and optimization theory
• Linear algebra and matrix operations
• Probability theory and stochastic processes

Economic Background

• Microeconomic theory (consumer choice, general equilibrium)
• Financial economics fundamentals