Financial Economics

3 credits · Graduate

This course is designed to meet the need of those students who would like to pursue research in financial economics at the graduate level. In this course, we review critically the classical literature in financial literature with a focus on investors' behaviours, the Kelley criterion, portfolio theory, asset pricing models, bond analysis, options, market microstructure, and regime switching models. During the course, each student is expected to select an area of research, review the relevant literature, and write an essay in financial economics.