FINANCE 621: Financial Markets II
This course continues F620 and covers a number of main concepts in market microstructure. Among the topics that are covered are (i) Rational Expectations models and their foundations (ii) strategic trading models (iii) models of market and funding liquidity. In addition to the discussion of theoretic models time will be allotted to empirical applications.
Units: 3
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Grading: GSB Letter Graded
Instructors:
Koudijs, P. (PI)
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