108C082Cd01 - Bilkent University Department of Economics...

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Bilkent University Department of Economics ECON 408 Financial Economics Fall, 2002 Instructor: Erdem Ba ş ç ı Phone: 1469 Class Hrs: Fri 8:40, 9:40, 10:40 Class Room: B109 Office Hrs.: Wed 8:40, 9:40, Thu 10:40 Office: MA227 Course Objective This course is an overview of asset pricing theories. What determines the rate of return of stocks, bonds, options and money? What are the differences between expected and realized returns? What is risk and how is it measured? How are expected returns and risk related? Why? How are bond maturity and bond returns related? Why? Answers to these and similar questions will be sought by means of modern portfolio and asset pricing theories. Efficient markets hypothesis and alternative behavioral finance models will be introduced and tested. The course has a quantitative emphasis and requires a sound knowledge of linear algebra, optimization methods and statistics from students. Class Format
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108C082Cd01 - Bilkent University Department of Economics...

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