Fall 2024 - BUS 967 G100
Asset Pricing (4)
Class Number: 7547
Delivery Method: In Person
Overview
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Course Times + Location:
Location: TBA
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Instructor:
Eduardo Schwartz
1 778 782-5184
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Prerequisites:
BUS 891 or equivalent.
Description
CALENDAR DESCRIPTION:
Students are exposed to recent developments in the asset pricing literature. The focus is on continuous time theoretical models and their empirical tests. Students develop the skills required to understand, replicate and extend academic papers in this area. The topics covered may include the capital asset pricing model (CAPM) and the arbitrage pricing model (APT), consumption and production based dynamic general equilibrium, dynamic models of the term structure of interest rates, and other selected topics.
Materials
REQUIRED READING NOTES:
Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.
Graduate Studies Notes:
Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.
Registrar Notes:
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS
SFU’s Academic Integrity website http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.
Each student is responsible for his or her conduct as it affects the university community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the university. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the university. http://www.sfu.ca/policies/gazette/student/s10-01.html
RELIGIOUS ACCOMMODATION
Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.