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Introduction to Asset Pricing
Introduces students to basic asset pricing theory and the associated empirical tests. Covers expected utility theory, stochastic dominance, mean-variance analysis, arbitrage, martingale measures and the fundamental theorem of asset pricing. The empirical portion covers commonly-used econometric methods, such as estimation and testing of asset pricing models, market efficiency, model comparisons, Bayesian empirical finance and indirect inference.
Continuous Time Finance
Covers advanced dynamic asset pricing and portfolio selection in continuous time. Students are required to read some of the classical papers as well as the most recent developments in the field. Lectures emphasize the concepts and technical tools needed to understand these articles and to initiate frontier research in this field.
Information Economics and Corporate Finance Theory
This is a rigorous seminar in individual and corporate economic behavior under conditions of asymmetric information, with application to corporate finance, financial intermediation and accounting. Its purpose is to cover many of the landmark modern developments in information economics as well as some "applications-oriented" papers. The principal objectives are to inform students about the major advances made in the areas mentioned above and equip them with the analytical tools needed to do theoretical research in the area, including applications in financial economics.
Topics in Corporate Finance
Looks at current topics in corporate finance. Topics covered may include mergers and acquisitions, private equity and venture capital finance, capital structure, corporate governance and control, market microstructure and incentive design. The class studies theories capable of explaining empirical observations, analyzes the empirical papers testing these theories and includes a detailed discussion of the main empirical methodologies commonly employed in corporate finance.
Research in Finance
In this class, PhD students read, discuss and analyze new working papers presented in the weekly finance seminar series.
Directed Readings in Finance
Individualized directed research on a project of special interest, approved and advised by faculty.
Independent Study in Finance
Problems or developments of special interest to the student.
Course descriptions represent courses offered recently. Not all courses are offered every semester, and it is important to check with Olin Business School prior to scheduling classes to determine course availability for any given semester. Olin Business School reserves the right to make changes in the course offerings/descriptions.
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