Initially, I meant this response as a comment to a recent blog post, Arbitrage Pricing Theory – MBA Mondays with Darwin, however as I began to write, it has taken on a life of it's own. I commend ...

A doctoral-level course that offers an in-depth introduction to competitive asset pricing theory: arbitrage pricing, mean-variance analysis, competitive equilibrium and optimal consumption/portfolio ...

Financial market models lie at the intersection of applied probability, economics and mathematical finance, providing robust frameworks to describe asset price dynamics and risk management. Central to ...