ECON 577 - Financial Economics
ECON 577 was taught by Prof. Steve Sapra in fall 2023. (A very knowledgeable man, I believe he still teaches the class now.) This course gives an introduction to the financial market with emphasis on utility theory and asset pricing. Other topics include the binomial model, stochastic discount factor, etc. There were multiple references, the major one being J. Campbell. Financial Decisions and Markets: A Course in Asset Pricing and J, Hull. Options, Future, and Other Derivatives, 10th ed.
This course was perhaps the most difficult class I have taken up to date. The course required both a solid mathematical background and financial and economic intuition. (Well, also because I attended almost none of the 8am classes. lol) But I did enjoy the class.
Class resources: syllabus | HW1 | HW2 | HW3 | HW4 | HW5 | HW6 | HW7 | HW8 | coding HW1 | coding HW2 (I had absolutely no clue how to do this lol) | coding HW3 (I did not make a PDF for this)
*Background from Violet Evergarden