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2010年秋季学期哥伦比亚大学商学院santos 教授的资产定价理论 I 课程大纲。

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关键词：金融学博士 现代金融 博士教育 金融学 哥伦比亚大学 博士 现代 金融学 教育 兴趣

不错。。楼主从哪搞来的啊

2# kczhou23 赫赫  作者主页下的  

还有几个博士生课程大纲

以下是哥伦比亚大学商学院金融系博士课程 金融理论 I   大纲


Finance Theory I
Spring, 2010

Larry Glosten, 422 Uris
Phone: 854 2476
Email: lrg2@columbia.edu

Finance Theory I introduces the quantitative analysis of the risk and return of risky assets.  This analysis of asset pricing lies at the heart of virtually all of financial economics.  The development of the material is mathematical, but the main objective is to develop intuition and discover empirical predictions.  The design of the course follows the textbook Principles of Financial Economics by Stephen F. LeRoy and Jan Werner, Cambridge University Press, 2001.  Other reference books are Theory of Financial Decision Making by Ingersoll and Foundations for Financial Economics by Huang and Litzenberger.
The course grade will be based on an in-class final (to be scheduled) and approximately weekly problem sets.  I encourage students to work together on the problem sets; however, each student should hand in his or her own analysis.  Legibility of the problem sets matters and hence typed solutions, where possible, would be appreciated.  The following provides a rough guide to the schedule (numbers in parentheses indicate chapters in LeRoy and Werner).

1/20        Introduction to securities markets and investors (1)

1/25        General Equilibrium in securities markets (1)
1/27        Law of One Price, state prices and linear pricing (2)

2/1        Linear pricing, examples
2/3        No Arbitrage and the “Fundamental Theorem” (3,5)

2/8         State prices and risk neutral probabilities (6)
2/10        Expected Utility and non-Expected Utility (8)

2/15         Risk Aversion (9)
2/17        Stochastic dominance—first order

2/22        Stochastic dominance—second order (10)
2/24        Optimal portfolios with one risky security (11)

3/1         Optimal portfolio characterization (12)
3/3        Optimal portfolios with several risky securities (13)

3/8        Consumption based security pricing (14,16)
3/10        Expectations and pricing kernels (17)
        
3/15-17                BREAK

3/22         Mean Variance Frontier (18)
3/24        CAPM (19)

3/29        The CAPM and classical mean variance analysis
3/31        APT (20)

4/5        Dynamic models—information and equilibrium (21)
4/7        Dynamic completeness and equilibrium (23)

4/12        Risk neutral probabilities and the pricing kernel, dynamically (25)
4/14        The martingale property (26)

4/19        Summary and concluding remarks

哥伦比亚大学商学院华人金融学教授姜维（女）2010年秋季主讲的博士生课程——实证公司金融——大纲

谢谢楼主了

哥伦比亚大学金融系 博士生课程   连续时间金融（动态资产定价） 课程大纲   2010年春季

  适合数学背景强的参考。

纽约大学斯特恩商学院金融系2009秋季博士生课程   资产定价讨论班

哥伦比亚大学金融系博士课程大概有8——10门左右