FIN-608 / 3 credits

Teacher: Collin Dufresne Pierre

Language: English

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Every year


We study the role of information in equilibrium asset pricing models. We cover simple one-period models of incomplete and asymmetric information using competitive rational expectation equilibria and Bayesian-Nash equilibria. We extend the analysis to dynamic models with heterogeneous beliefs.



Information, Asset Pricing.

Assessment methods

Written exam.

In the programs

  • Exam form: Written (session free)
  • Subject examined: Information and Asset Pricing
  • Lecture: 28 Hour(s)

Reference week

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