Asset Pricing II is a PhD-course offered by
the
Danish Doctoral School of Finance.
The focus is on the "no arbitrage" pricing in
continuous-time models. The course consists of 5
2-day sessions.
The 1st and 2nd sessions are taught by
Bjarne Astrup Jensen,
the 3rd and 4th sessions by
Rolf Poulsen,
and 5th session by
Fred Espen Benth.
In the former parts of the course we use Tomas Björk's book
Arbitrage Theory in Continuous Time.
For the final session , Fred will probably talk about material
from his energy book
Course contents
Schedule
Registration