This a 4-unit advanced undergraduate course designed for undergraduates in Economics, Statistics, Mathematics, and Industrial Engineering/Operations Research who are interested in ﬁnancial economics and ﬁnance. This course will stress the link between ﬁnancial economics and equilibrium theory. Less attention will be devoted to purely ﬁnancial topics such as the valuation of derivatives. This course is intended as a segue between a ﬁrst course in ﬁnancial economics (at the undergraduate level), and graduate level courses in ﬁnancial economics and ﬁnance.
The idea is to introduce students to the full range of topics typically covered by a ﬁnancial economics and/or discrete time asset pricing course at the doctoral level. Whenever an idea can be conveyed through an example, this is the approach taken. Proofs and detailed technical matters are generally ignored, unless they are required for a reasonable understanding of the related concept.