PhD Session Doctoral School in Management Sciences

1
PhD Session Doctoral School in Management
Sciences
Centre Emile Bernheim Research Institute in
Management Sciences

• The Doctoral School in Management Sciences
  (ULB-SBS) is initiating a series of 1-week PhD
  course blocks and is very pleased to invite you
  to the following PhD Sessions programme
• Microfoundations of Financial Economics
• by Prof. André Farber
• This is a very suitable course for PhD students
  interested in strengthening their fundamentals in
  finance. Intuitive and in-depth review of the
  developments of one of the biggest scientific
  ventures of the last 50 years.
• TopicsFundamentals of financial economics
  applied to finance from the earlier theories to
  current developments.
• Consumption and Investment The Certainty Case
  (Review of Fischers Model)
• State Preference Theory (Arrow-Debreu Modelling)
• Mean Variance Models
• Inside the Capital Asset Pricing Model
• Risk-neutral pricing, APT, Option Pricing
• Teaching method
• Mornings ex-cathedra presentation
• Afternoons personal exercise session based on
  exercises submitted at the end of each morning
• Date August 22nd to 26th, 2005
• Location AW1.125, av. F.D. Roosevelt, main
  building
• Registration
• Please send an email to hpirotte_at_ulb.ac.beto
  register your name, no later than July 1st.