Note: 黑料社鈥檚 new Course Catalogue will replace the eCalendar. The Course Catalogue is expected to go live the week of April 22nd. When the new site is published, "mcgill.ca/study" will be redirected to the new Course Catalogue website.
Course information on this site is not reflective of offerings for the 2025鈥�2026 academic year. Some irregularities may occur as we move operations to the incoming Course Catalogue.
Finance : Exploration of the foundations of dynamic asset pricing and equilibrium under uncertainty, including various frameworks in continuous time, dynamic optimization, portfolio selection, the Black-Scholes equation, general equilibrium models, asset pricing puzzles, recursive utility, habit formation, heterogeneous agent economies, and Bayesian learning under incomplete information.
Terms: This course is not scheduled for the 2024-2025 academic year.
Instructors: There are no professors associated with this course for the 2024-2025 academic year.
