Economics 337901: Financial Economics
Department of Economics, Boston College, Spring 2020
Tuesday and Thursday, 10:30 - 11:45 am
O'Neill Library, Room 247
Professor Peter Ireland
Maloney Hall, Room 338
Email:
peter.ireland@bc.edu
Syllabus
Class Presentation Slides
Problem Sets
Lecture Notes
Previous Exams
Syllabus (pdf):
Syllabus
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Class Presentation Slides (pdf):
Tuesday, January 14
Thursday, January 16
Thursday, January 23
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Problem Sets (pdf):
Problem Set 1
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Lecture Notes (pdf):
Introduction
Mathematical and Economic Foundations
Overview of Asset Pricing Theory
Decision-Making Under Uncertainty
Making Choices in Risky Situations
Measuring Risk and Risk Aversion
The Demand for Financial Assets
Risk Aversion and Investment Decisions
Modern Portfolio Theory
Classic Asset Pricing Models
The Capital Asset Pricing Model
Arbitrage Pricing Theory
Arrow-Debreu Pricing Models
Arrow-Debreu Pricing: Equilibrium
Arrow-Debreu Pricing: No-Arbitrage
Extensions
Martingale Pricing
The Consumption Capital Asset Pricing Model
These notes are unrevised from December 2019; see the presentation slides for edits.
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Previous Exams (pdf):
Previous Exams with Solutions: Fall 2013 - Fall 2019
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All of these course materials are licensed under a
Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License
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Peter Ireland's Homepage