MFIN 8890 Ph.D. Seminar: Advanced Topics in Capital Markets
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
- Level
- Graduate
- Offered
- Every Fall
Course evaluations
- Course rating
- 4.97 / 5 · Excellent
- Instructor rating
- 4.97 / 5 · Excellent
- Terms evaluated
- 5
| Term | Instructor | Course overall | Instructor overall | Well organized | Clear learning objectives | Intellectually challenging | Helpful assignments | Applicable beyond course | Attendance necessary | Weekly effort | Responses |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Fall 2025 | Alan Marcus | 5.0 | 5.0 | 5.0 | 5.0 | 4.6 | 5.0 | 5.0 | 5.0 | 4–6 hrs/week | 5 of 7 |
| Fall 2024 | Alan Marcus | 5.0 | 5.0 | 4.8 | 4.8 | 4.7 | 5.0 | 4.8 | 5.0 | — | 6 of 6 |
| Fall 2023 | Alan Marcus | — | — | — | — | — | — | — | — | — | 8 of 8 |
| Fall 2022 | Alan Marcus | 5.0 | 5.0 | 5.0 | 5.0 | 4.8 | 5.0 | 5.0 | 5.0 | 4–6 hrs/week | 5 of 6 |
| Fall 2021 | Alan Marcus | 5.0 | 5.0 | 5.0 | 5.0 | 4.8 | 5.0 | 4.8 | 5.0 | 10+ hrs/week | 4 of 6 |