Academic Catalog

IAM742 SPECIAL TOPICS IN ASSET PRICING

Course Code:	9700742
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	8.0
Department:	Institute Of Applied Mathematics
Language of Instruction:	English
Level of Study:	Graduate
Course Coordinator:	Prof.Dr. AYÞE SEVTAP KESTEL
Offered Semester:	Fall Semesters.

Course Content

Finance basics. present value calculus. capital budgeting. portfolio theory. Capital Asset Pricing Model (CAPM) and market efficiency. stochastic discount factor. Factor pricing models. Aggregate stock price behavior. Rationality and behavioral finance.