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应用金融Course:2016-2017第二学期开课通知

 

应用金融Course:2016-2017第二学期开课通知

为进一步提升我校博士生和硕士生科学研究的国际化水平,加强基础理论和专业知识的训练,研究生院和应用金融研究中心联合开设应用金融Course系列研究生课程,包括高级应用计量、离散时间资产定价、连续时间金融、公司金融理论与实证、信用风险理论与计量、微观结构和行为金融等,该系列课程纳入我校研究生的选修课程体系,任课教师主要由我校高水平人才引进教师和我校特聘兼职教授,授课对象为我校经济学和管理学相关专业的博士生和硕士生以及部分青年教师。

本系列课程不受研究生选修课学分限制,限选30人,硕士研究生和博士研究生均可选修报名截止时间为2017年05月08日。报名表和课程简介详见附件。

QQ群号:495584498      报名邮箱:yyjryjzx@163.com

联系人: 赵鹏辉             联系电话0411-84713020

 

课程名称:应用金融22022204:公司金融理论与实证(1学分)

任课教师及简介:刘焕良(Mark Liu),东北财经大学特聘教授,1994年本科毕业于武汉大学国际经济学专业,1998年获加拿大西安大略大学(University of Western Ontario)经济学硕士学位,2004年获美国波士顿学院大学(Boston College)金融学博士学位。研究领域为公司融资决策、兼并收购、资本结构和公司治理。目前是美国肯塔基大学盖顿商务与经济学院(Gatton College of Business & Economics, University of Kentucky)金融学副教授(终身,Associate Professor of Finance with tenure,2011- Present),金融学硕士项目负责人。在Journal of Financial Economics,Journal of Financial and Quantitative Analysis,Journal of Banking and Finance,Journal of Corporate Finance和Financial Management等杂志上发表论文10多篇。

课程简介:This is an introduction course in corporate finance for Ph.D. students. This course has the objective of introducing doctoral students to the classic theories and some current empirical research in corporate finance, so that students will be well versed in reading and writing research papers in corporate finance. The emphasis will be on incomplete information models, though a few models driven by other considerations will also be studied. The course will examine the fundamentals of corporate finance theory (e.g., the theory of the firm's choice of its capital structure and dividend policy under alternative assumptions), as well as various tool used in corporate finance (e.g., the notion of moral hazard and agency problems, adverse selection and signaling, various aspects of non-cooperative games with and without incomplete information, and the equilibrium concepts in such games).

授课时间:2016-2017第二学期(5.13-5.20


5.13 下午 13:30-16:30 博学403
5.14 下午 13:30-16:30 博学403
5.17 三下 13:30-16:30 博学403
5.18 四上午 08:30-11:30 博学403
5.19 五上 08:30-11:30 博学403
5.20 下午 13:30-16:30 博学403


授课对象:硕士生博士生以及部分青年教师

课程名称:应用金融22022205:资产定价理论与实证(2学分)

任课教师及简介:郭晖,东北财经大学特聘教授,2000年获美国纽约大学(New York University,)经济学博士学位,专业为金融经济学,1994年获美国新罕布什大学(University of New Hampshire)经济学硕士学位,1992年本科毕业于武汉大学经济学专业。研究领域为资产定价、公司金融、市场微观结构、应用计量经济学。曾就职于圣路易斯联邦储备银行(the Federal Reserve Bank of St. Louis)研究部、美国华盛顿大学和JP摩根银行。目前是美国辛辛那提大学商学院(Carl H. Lindner College of Business, University of Cincinnati)Briggs Swift Cunningham金融学讲席教授(终身),金融学博士项目负责人。目前为止,郭晖已在Journal of Finance, Review of Financial Studies, Journal of Business, Journal of Financial and Quantitative Analysis, Journal of Accounting Research, Contemporary Accounting Research, Journal of American Statistics Association, Journal of Business and Economics Statistics等金融、会计和计量领域的顶级国际期刊上发表学术论文20多篇。出版研究报告5篇,获得金融学杂志(Journal of Finance)最佳论文奖等多项奖励。

课程简介:This course introduces doctoral students in finance and related fields to the frontier empirical asset pricing research. We will cover selected topics that are essential for understanding the pricing and dynamics of financial markets. These topics include time-series stock return predictability, cross-sectional stock return predictability, the dynamics of stock market volatility, and the stock market risk-return relation across time. We will discuss each topic in three respects: (1) commonly used empirical methodologies; (2) main empirical findings; and (3) the relation between empirics and theories. Good empirical work always requires a thorough understanding of asset pricing theories. In this course, we will overview the tension between empirical findings and economic theories, and discuss recent theoretical developments that attempt to provide a better explanation of data.

授课时间:2016-2017第二学期(5.22-6.02

5.22  周一下午 13:30-16:30 博学403
5.23  周二 08:30-11:30 博学403
5.24  周三下午 13:30-16:30 博学403
5.25  周四上午 08:30-11:30 博学403
5.26  周五上午 08:30-11:30 博学403
5.27  周下午 13:30-16:30 博学403
5.28  周下午 13:30-16:30 博学403
5.29  周下午 13:30-16:30 博学403
5.30  二上 08:30-11:30 博学403
5.31  下午 13:30-16:30 博学403
6.01  周四上午 08:30-11:30 博学403
6.02  周五上午 08:30-11:30 博学403

授课对象:硕士生博士生以及部分青年教师

报名信息表及课程简介.rar


                        撰稿:赵鹏辉       审核:史永东      单位:应用金融研究中心