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论坛 金融投资论坛 六区 金融学(理论版)
3628 8
2008-05-26
经济学和博弈论那边都有建议书单 都有比较精辟的评论  有助于在纷繁芜杂的知识丛林中找到方向。咱金融版能弄出个来么?正好最新想补补相关知识不知从何处做起呢~~ 谢谢大家并且召唤达人
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2008-5-26 23:47:00
可能有人发过类似的,只是帖子沉下去了。
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2008-5-27 11:23:00
有劳超版找一下? 我在搜索里边实在是翻不到~
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2008-12-29 17:16:00
建议版主列书单并置顶
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2008-12-29 17:30:00

看看沃顿商学院的课程也许对大家有点帮助吧。

Course descriptions represent courses expected to be offered during the 2008-2009 academic year. While the School endeavors to offer as many of the courses as possible, not all courses are offered every semester. It is important to check with individual departments prior to scheduling classes to determine the availability of courses for any given semester.

The Wharton School and the University of Pennsylvania reserve the right to make changes affecting policies, fees, curricula, or any other matters announced here.

FNCE 911 Financial Economics
The objective of this course is to undertake a rigorous study of the theoretical foundations of modern financial economics. The course will cover the central themes of modern finance including individual investment decisions under uncertainty, stochastic dominance, mean variance theory, capital market equilibrium and asset valuation, arbitrage pricing theory, option pricing, and incomplete markets, and the potential application of these themes. Upon completion of this course, students should acquire a clear understanding of the major theoretical results concerning individuals' consumption and portfolio decisions under uncertainty and their implications for the valuation of securities.
Prerequisites: ECON 681 OR ECON 701, Matrix Algebra and Calculus.

FNCE 912 Financial Institutions
This course provides students with an overview of the basic contributions in the modern theory of corporate finance and financial institutions. The course is methodology oriented in that students are required to master necessary technical tools for each topic. The topics covered may include capital structure, distribution policy, financial intermediation, incomplete financial contracting, initial and seasoned public offerings, market for corporate control, product market corporate finance interactions, corporate reorganization and bankruptcy, financing in imperfect markets, security design under adverse selection and moral hazard, and some selected topics.
Prerequisites: ECON 898, STAT 510, or FNCE 911.

FNCE 921 Introduction to Empirical Methods
This course is an introduction to empirical methods commonly employed in finance. It provides the background for FNCE 934, Empirical Research in Finance. The course is organized around empirical papers with an emphasis on econometric methods. A heavy reliance will be placed on analysis of financial data.
Prerequisites: FNCE 911 (can be taken concurrently), STAT 510 and 511 or equivalent.

FNCE 922 Continuous-Time Financial Economics
This course covers some advanced material on the theory of financial markets developed over the last two decades. The emphasis is on dynamic asset pricing and consumption choices in a continuous time setting. The articles discussed include many classical papers in the field as well as some of the most recent developments. The lectures will emphasize the concepts and technical tools needed to understand the articles.
Prerequisites: FNCE 911, ECON 701, ECON 703. Graduate level knowledge of analysis and statistics is highly recommended but not required.

FNCE 923 Financial Economics under Imperfect Information
General equilibrium and rational expectations. Foundations of the theory of information. Learning from prices in rational expectations equilibrium models. Moral hazard, adverse selection, and signaling. Bidding theories.
Prerequisite: FNCE 922.

FNCE 924 Intertemporal Macroeconomics and Finance
This is a doctoral level course on macroeconomics, with special emphasis on intertemporal choice under uncertainty and topics related to finance. Topics include: optimal consumption and saving, the stochastic growth model, q-theory of investment, (incomplete) risk sharing and asset pricing. The course will cover and apply techniques, including dynamic programming, to solve dynamic optimization problems under uncertainty. Numerical solution methods are also discussed.
Prerequisites: FNCE 911.

FNCE 932 Corporate Finance
Advanced theory and empirical investigations: financial decisions of the firm, dividends, capital structure, mergers and takeovers.
Prerequisites: FNCE 911, FNCE 921, or permission of instructor.

FNCE 933 International Finance
This course provides an understanding of current academic research in the areas of international finance and international macroeconomics. Students will learn the tools for conducting research in this field.
Prerequisites: FNCE 911, FNCE 922 (recommended).

FNCE 934 Empirical Research in Finance
Rigorous treatment of current empirical research in finance. Applications of multivariate and nonlinear methods. Intertemporal and multifactor pricing models. Conditional distributions. Temporal dependence in asset returns.
Prerequisites: FNCE 911, FNCE 921.

FNCE 937 Applied Quantitative Methods in Finance
FNCE 937 uses numerical tools to address a variety of issues in finance. The course has two main objectives. First, it seeks to provide the students with useful quantitative tools to understand and produce frontier research in finance. Second, it applies these tools to advanced topics in both corporate finance and asset pricing. A special emphasis is placed on new and recent research.

FNCE 939 Behavioral Finance
There is an abundance of evidence suggesting that the standard economic paradigm – rational agents in an efficient market – does not adequately describe behavior in financial markets. In this course, we will survey the evidence and use psychology to guide alternative theories of financial markets with an eye towards identifying frontiers and opportunities for new research. Along the way, we will address the standard argument that arbitrage will eliminate any distortions caused by irrational investors. Further, we will examine more closely the preferences and trading decisions of individual investors. We will argue that their systematic biases can aggregate into observed market inefficiencies. The second half of the course extends the analysis to corporate decision making. We present the two themes of behavioral corporate finance: rational managers exploiting financial market inefficiencies and managerial decision-making biases. We then explore the evidence for both views in the context of capital structure, investment, dividend, and merger decisions. We emphasize the importance of differentiating the behavioral approach from information models and other more traditional methodology.
Prerequisites: FNCE 911.

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2008-12-30 10:29:00
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