MFIN8890

Ph.D. Seminar: Advanced Topics in Capital Markets

Name: Ph.D. Seminar: Advanced Topics in Capital Markets
Rating: 4.97 (28 reviews)

This course focuses on continuous time models in capital market theory. Topics covered include capital market equilibrium, option pricing, and the term structure of interest rates. The mathematics necessary to analyze these problems are also presented, including stochastic (Ito) calculus, stachastic differential equations, and optimal control.

Course overview

Department: Finance
School: CSOM
Credits: 3

Requirements fulfilled

No source-backed degree requirement is attached to this course yet.

Official evaluation summary

4.97 / 5

Based on 28 aggregate responses from BC Avalanche/Blue evaluations.

Data freshness

Course and evaluation data last updated 2026-07-23. Source details and limitations are documented in Data Sources and Methodology.

Instructors

Alan Marcus
Fall 2026, Fall 2025, Fall 2024, Fall 2023, Fall 2022, Fall 2021 · Official rating 4.97/5

Sections

Section 01
Fall 2026 · Alan Marcus · Fulton Hall 240 Tu 04:30PM-06:50PM · Offered