Asset Pricing Track
The Asset Pricing Track provides rigorous training in (1) the pricing/valuation of financial instruments, including corporate, fixed income, and derivative securities, (2) investment strategies, including performance evaluation and portfolio theory, and (3) the workings of capital markets, including the various participants in their markets, their roles, and the regulatory environment. Elective courses can be chosen to emphasize macroeconomic foundations, empirical methods, or quantitative finance. With an appropriate choice of elective courses, this track provides in-depth preparation for careers in asset management, sales and trading, fixed income and equity research, credit analysis, private equity, private wealth management, insurance, global finance (e.g., IMF, World Bank), central banking, regulation (e.g., SEC), economic consulting and policy, as well as graduate school in finance or economics.

Fundamental Courses

While not required, taking the following courses is recommended. They will provide you with the fundamental knowledge and skills you will need to excel in this field. 
  • Foundations of Finance (FINC-UB 2)
  • Corporate Finance (FINC-UB 7)
  • The Financial System (MULT-UB 27)
  • Statistical Inference and Regression Analysis (STAT-UB 6015 previously STAT-U 15) OR Econometrics (ECON-UB 251)

Recommended Electives

Make sure to check Albert for any course prerequisites. 
  • Financial Modeling and Analysis (ACCT-UB 23)
  • Global Macroeconomics (ECON-UB 230)
  • Macroeconomics Foundations for Asset Prices (ECON-UB 233)
  • Advanced Topics in Modern Macroeconomics (ECON-UB 234)
  • Econometrics I (ECON-UB 251)
  • Decision Models & Analytics (MULT-UB 7)
  • Decision Making Under Uncertainty (MULT-UB 16)
  • Introduction to Programming and Data Science (TECH-UB 23)
  • Data Science for Business (TECH-UB 57)
  • Forecasting Time Series Data (STAT-UB 6018 previously STAT-UB 18)
  • Introduction to Stochastic Processes (STAT-UB 21)
  • Introduction to Computer Programming (CSCI-UA 2)
  • Introduction to Computer Science (CSCI-UA 101) 
  • Data Structures (CSCI-UA 102)
  • Numerical Analysis (MATH-UA 252)
  • Numerical Methods I (MATH-GA 2010)
  • Analysis I (MATH-UA 325)
  • Stochastic Calculus (MATH-GA 2902)
  • Investments Finance Electives: FINC-UB 15, FINC-UB 23, FINC-UB 26, FINC-UB 29, FINC-UB 30, FINC-UB 32, FINC-UB 35, FINC-UB 38, FINC-UB 41, FINC-UB 43, FINC-UB 44, FINC-UB 45, FINC-UB 49, FINC-UB 61, FINC-UB 66, FINC-UB 68, FINC-UB 75, FINC-UB 77, FINC-UB 86, MULT-UB 27, MULT-UB 80.
These courses would also count for the Finance, Computing & Data Science, Economics, or Statistics concentrations!

You can pick track electives that also count toward your declared concentration. Speak to an academic adviser if you have any questions about how tracks & concentrations overlap.

Headshot of Professor Anthony Lynch

Track Champion

Contact Professor Lynch for any questions about the Asset Pricing Track. This can include questions about which courses to choose, career paths, and more. 

Office: KMC 9-97

Are you pursuing this track? Let us know by completing the concentration declaration form and adding in the track you are pursuing.