[求助]关于金融学课程学习计划

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我是一个数学专业的硕士研究生(本科应用数学，硕士数理统计)，想考金融学博士，之前自学过中级宏观、中级微观，其他的没看过。请教如果要考博的话，需要看哪些课程，各课程之前的先后顺序是怎样的？请大家帮忙。我原来准备看《连续时间金融》，发现很难理解那种方式；然后打算看《Principle of financial economics》，稍微好一点，但还是有很多不明白的，估计是基础不好的问题，请大家多多指教。

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关键词：金融学课程 学习计划 金融学 principle Economics 金融学 学习 课程

都没人回复啊？伤心

楼主，我觉得你的问题很奇怪。 因为博士入学考试是千差万别的，每个地方都不一样，你打算考哪儿的话，就需要了解哪儿的信息！找到招生简章以及参考书目以及向往届学生进行咨询才是最重要的。

PS:还没听说国内有博士生考试考到《Principle of financial economics》或者《连续时间金融》这种难度，事实上，不是贬低某些人，国内能讲这两本书的“金融学博士导师”不超过一打。说不超过一打，还是夸张着说。

你好

可能是我误导大家了哦

那如果不是考博

一个金融学的标准课程学习计划是怎样的呢？

难道这里连一个薛金融的学生都没有吗

不要着急 楼主，我们同免，我是本科生，而且是新闻专业的，现在在看很基本的货币银行学，会计等，呵呵

首先,要明确一点,金融学也有很多方向

国内传统的金融学课程主要是货币金融学、财政学的东西，都是偏文科的，对学数学的人来说，似乎不太过瘾。

而金融工程（就是《连续时间金融》里的内容）用数学比较多，建议楼主往这方面发展。

网上流传很广的一篇文章《一个CCER研究生的学习感悟》，里面有段是讲金融学的学习方法的

金融学学习经验

主要阐述偏研究和偏实务的不同学习策略，可能适用的书籍、网址和其他资源，强调不能,只关注直接融资，忽视其他融资方式，割裂的分析金融市场。

（—）不同的学习策略

对于想要从事实务工作的人来说，不要只看到直接融资市场（股票、债券市场）而忽视间接融资市场（银行）和其他金融组织（信托，保险等）。客观上，直接融资市场是一个相对“透明”的市场，公开的信息很多，有大量的数据可以做实论研究，因此绝大多数的研究集中于这个领域。但是，研究生阶段构建一个相对完整的框架或许比了解实务更为重要，考虑到在中国间接融资比例高达90%以上，关注这个市场是非常必要的。此外，保险的高资金量和稳定现金流对于任何金融机构的生存都是至关重要的，而信托除了IPO以外几乎什么都可以做。在学习金融学的时候，尽量注意把经济学理性的框架和其他学科（如心理学、管理学）的框架融合起来。在不发生结构性变化的时候，计量模型可能还比较有效，但在中国这样一个快速变化的emerging market，金融市场实际上有很大“非理性”的成分，对于这方面的问题基于“理性人假说”的经济学方法处理起来较为困难。进一步的，即使是在成熟的市场也会发生“金融危机”——这是一种经济现象，但与社会心理的关系可能更密切些。此外，金融实务运作中了解真正的企业是非常重要的，学习一些管理类的课程，了解组织的运作和异质性，比认为企业只是交给定市场结构的下自动利润最大化的“无生命体”要好得多。

最重要的是一定要培养自己全局的眼光，把金融，宏观和社会发展联系起来。周小川论述利率自由化的必要性（周小川（2002），扩大就业的补充研究，《比较》，第二缉，pp.1-8），没有从什么Pareto Efficient 出发，而是从人口结构，就业压力出发，阐明为解决就业必须发展劳动力密集的中小企业，而银行需要利率自由化对不同风险的客户差别定价，以避免由于“逆向选择”而出现“惜贷”的现象，保证高风险的中小企业能够得到足够的资金发展，从而解决就业问题，非常的精彩！

如果单纯是对金融学的学术研究感兴趣，建议先专注于某一个领域，这主要是因为单个领域内的技术都比较成熟，而跨领域的研究还没有太成形的框架，做单个领域较易于解决在学术界的发展和生存问题。如果希望出国研究金融学，客观上获得offer的不多，建议再思考一下目标和路径，在一些清华北大海外特聘教授指导下写一篇高质量的论文或许是新的突破口。

（二）一些促进思考的途径

1．找一个bbs经常灌水，最好是当版主，关注每日动态，而且应该尝试对消息做一个分析和评论，写作能强迫你认真的分析，加深对现象的理解。

2．组织一个小组，找一群志同道合的朋友一起探讨问题，互相的启迪和切磋，同时锻炼自己表达能力（简洁而清晰地勾勒一个现象）沟通的能力（迅速理解他人观点，分析其论点，论据、论证过程及逻辑推理可能的结果，对比自己的观点）以及组织能力。强烈建议这种组织讨论完一个论题后一个休息的时间段，因为并不是每个成员都那么关注论题，无休止的讨论会使人放弃。

3．炒股或模拟炒股，认识自己的贪欲和市场的凶险(时间充裕者)。

4．实习：工作总和预期差的很远，去政府机构、外企、国企的相关单位看看，可以发现现实的问题，非常有助于个人人生规划。

5．参加CFA、CPA之类的考试：虽对学术没有什么意义，但非常实用，毕竟生存并不是那么容易。

（三）学习研究的路径和资源：

这一部分是自己的学习经验，走过的路径是我个人认为比较合适的，但绝非适用于所有的学友。所列的书籍都是自己偏好的，也不一定最好，由于这些书更新很快，所以都没有列出版本。这些书也不必要每一本都一页一页从头看到尾，了解框架是最重要的，其他要结合研究来阅读。此外，有英文版的书一定不要看中文的，两种语言之间总有些传神的地方难以译出，英文看多了就会习惯的。

1．学习

（1）入门书籍：< Finance >, Zvi Bodie, Robert C. Merton，框架非常清晰

（2）中级教材

a． Investments：

< Essentials of Investments >, Zvi Bodie, Alex Kane, Alan J. Marcus.

< Investments >, William F.Sharpe, Gordon J.Alexander, Jeffrey V.Bailey

第一本书行文更流畅易懂，第二本较学术化，但两者选一即可。在阅读时不但应该学习规范市场的运作，更应该想想中国市场到底因为哪些原因使得如此的无效率。在理论和实际中反复的来来回回，可以使人更好的理解两者。

b. Corporate Finance

< Principles of Corporate Finance >, Richard A.Brealey, Stewart C.Myers

< Corporate Finance >, Stephen A. Ross, Randolph W. Westerfield, Jeffrey F. Ja

ffe

第一本通俗些，例子写的非常漂亮，第二本学术化色彩较浓，也是两者选一即可。需要了解简单的会计知识，仅借贷和资产负债表等基础即可。

c. Derivatives

< Options, Futures and other Derivatives >, John C. Hull

如果简单的了解，a中任何一本书相关的部分就足够了。

（3）数理化的教材

< The Econometrics of Financial Markets >，John Y. Campbell, Andrew W. Lo, A.

Craig MacKinlay

全面介绍了金融学中常用的计量方法。

Corporate managemen, social psychology and development are important to finance. Do not neglect them.

谢谢ypchen 我是金融专业的在读本科生，看了你发的那金融学学习经验，对我很有启迪。

以下是引用julian_he在2007-7-28 7:17:00的发言：

你好

可能是我误导大家了哦

那如果不是考博

一个金融学的标准课程学习计划是怎样的呢？

按照西方标准的金融学博士生项目，课程计划如下：

宾夕法尼亚大学沃顿商学院金融系博士生课程介绍：

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 in Finance
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 signalling. Bidding theories.
Prerequisites: 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 925
Topics in Asset Pricing
This course will analyze several aspects of liquidity. Mostly, it will concentrate on liquidity as an asset's property of being traded quickly and at low cost, but the notion of availability of cash will also be studied. Particular attention will be devoted to exogenous transaction costs, asymmetric information and search frictions as determinants of asset liquidity and, consequently, price. We will also look at liquidity risk, institutional features arising as response to liquidity problems, and financing constraints. The course will concentrate on theoretical models, but the empirical literature will be referred to throughout.

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, 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.
Prerequisites: FNCE 911.

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.

http://finance.wharton.upenn.edu/department/PHD/courses/

——————————————————————

西北大学凯洛格商学院金融系博士生项目：

http://www.kellogg.northwestern.edu/finance/doctoral/index.htm

Doctoral Program Overview

The finance doctoral program provides students with a rigorous background in finance, both theoretical and empirical, economics, mathematics and statistics. These tools, plus opportunities for supervised independent research, enable students to make their own contributions to the understanding of financial markets and institutions. Doctoral students are trained to be future faculty members at leading research universities.

Current theoretical and empirical research in the department of finance spans the areas of asset pricing, corporate finance, financial institutions, international finance, market microstructure, regulation and related economic theory and econometrics. Moreover, PhD candidates have the opportunity to interact with the broader research community at the Kellogg School and the adjacent economics department of Northwestern University.

http://www.kellogg.northwestern.edu/finance/doctoral/guidelines.pdf