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上海交通大学上海高级金融学院博士课程内容介绍《金融经济学》

上海交通大学 免费考研网/2012-12-28

《金融经济学》

课程代码C380004学分/学时3.0/51开课时间春，秋
课程名称金融经济学
开课学院上海高级金融学院
任课教师
面向专业
预修课程
课程讨论时数0 (小时)课程实验数0 (小时)
课程内容简介

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课程内容简介（英文）

This course provides the foundations for the study of modern financial economics.The focus is placed on the discussion of individuals' consumption and portfolio decisions Under uncertainty and their implications for the valuation of securities.

教学大纲

Lecture1 Preferences Representation and Risk aversionLecture2 Stochastic DominanceLecture3 Mathematics of the Portfolio FrontierLecture4 Two Fund Separation and Linear ValuationLecture5 Allocative Efficiency and the Valuation of Safe Contingent SecuritiesLecture6 Valuation of Complex Securities and Options with Preference RestrictionsLecture7 Multiperod Securities Markets I: Equilibrium ValuationLecture8 Multiperod Securities Markets II: Evaluation by ArbitrageLecutre9 Financial Markets with Differential InformationLecture10 Econometric Issues in Testing the Capital Asset Pricing Model.

课程进度计划

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课程考核要求

作业：20%；期中考试：40%；期末考试：40%

参 考 文 献
  • Textbook: Foundations of Financial Economics by C.F.Huang and R.H.Litgenberger(1988)Reference Books: 1. Continuous-Time Finance by Robert C.Mertorn 2. Asset Pricing by John C.Cochrane(2005)
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