Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Graph
Search

Course

FIN-609: Asset Pricing (2011 - 2024)

Summary

This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting emphasis on theoretical models that help our understanding of financial decision making and financial markets.

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/asset-pricing-2011-2024-FIN-609

Moodle Page

http://go.epfl.ch/FIN-609

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Summary

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/asset-pricing-2011-2024-FIN-609

Moodle Page

http://go.epfl.ch/FIN-609

About this result

Lectures in this course (31)

Asset Pricing: PhD Lecture

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Asset Pricing and Hedging in Complete Markets

Covers asset pricing, hedging, American claims, stopping times, and dynamic programming in finance.

Quantitative Risk Management: Volatility Modeling

Covers volatility modeling in quantitative risk management, including ARMA, ARCH, GARCH models, and forecasting.

Pareto Efficiency and Social Welfare

Explores Pareto efficiency, social welfare, and asset pricing optimization in complete and incomplete markets.

Asset Pricing: Excess Volatility Puzzle

Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.

Related courses (30)

MGT-301: Foundations in financial economics

The aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insights through real-world examples and understand how one can ...

FIN-405: Investments

The course covers a wide range of topics in investment analysis ...

MGT-482: Principles of finance

The course provides a market-oriented framework for analyzing the major financial decisions made by firms. It provides an introduction to valuation techniques, investment decisions, asset valuation, financing decisions, and sustainable finance. ...

FIN-401: Introduction to finance

The course provides provides an introduction to valuation techniques, investment decisions, asset valuation and portfolio choice, financing decisions, derivatives pricing, and sustainable finance. ...

PHYS-467: Machine learning for physicists

Machine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practised. ...