This course equips students with the essential tools to comprehend contemporary literature in financial economics and the economics of financial institutions. It primarily focuses on the application of microeconomic and macroeconomic theory to address specific issues in the study of the financial sector within national and international economies. The course also explores key concepts in finance theory, such as the CAPM, arbitrage pricing, option pricing, asset pricing, and the Modigliani-Miller theorem, all within an economic framework. By the end of the course, students will have a solid understanding of these foundational ideas and their relevance in the field of finance.
参考用书
Yvan Lengwiler. 2006. Microfoundations of Financial Economics: An Introduction to General Equilibrium Asset Pricing, Princeton University Press
Chris Jones. 2008. Financial Economics, Taylor & Francis Ltd