Financial economy - 2022/2023

Author:
Professor Jan Werner
Year:
2022

Professor Jan Werner from University of Minnesota, Minneapolis, USA conducted Financial economy classes for the Economics and Finance with the specialisation in Finance programme financed by the NAWA STER project: Strenghtening the SGH Doctoral School's Position Within the Framework of the International Area of Doctoral Education for the academic year 2022/2023. Professor Jan Werner had made a declaration of intent to conduct 20 hours-long classes in English within the subject of Financial economy coorginated by dr hab. Ireneusz Dąbrowski, prof. SGH..

Lectures took place from 27th October to 2nd November, 2022. The topics included:

  1. Arbitrage and Valuation in Asset Markets 2h 
  2. Choice under Risk and Ambiguity. 4h 
  3. Equilibrium Asset Pricing and Risk Sharing. 2h 
  4. Dynamic Asset Markets: Debt Constraints, Equilibrium and Arbitrage. 2h 
  5. Martingale Property of Asset Prices. 2h 
  6. Asset Pricing Bubbles. 4h 
  7. Asymmetric Information and Rational Expectations Equilibrium. 2h