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.
The 5th session will on inflation modelling with prominent researchers Marie Briere and Allan Andersen as speakers.
In the former parts of the course we use Tomas Björk's book
Arbitrage Theory in Continuous Time.
Course contents
Schedule
Registration