WISE summer term course seminars on financial econometrics theory and application Prof Yongmiao Hong is open for registration.
This course is designed to provide WISE students with a solid mastering of empirical finance research methodology and tools. Focusing on the frontier research topics in finance and financial econometrics, this course is of help for those students who want to pursue innovative research topics and enhance academic paper writing ability. Besides Prof. Yongmiao Hong, some overseas scholars will introduce recent developments of finance and financial econometrics to students.
This course is intended to cover the following topics:
- Asset pricing models
- Volatility modeling in financial markets
- Default risk and duration analysis
- Continuous-time finance
- Term structure and fixed-income industry
In addition to teachers instruction, students taking this course are required to submit detailed commentary and present with powerpoint on a paper in finance and financial econometrics area. Moreover, an essay with regard to the above-mentioned area is required due on the 1st week of 2007 fall semester.
Seminars on financial econometrics theory and application is particularly tailored to PhD students majored in finance, econometrics and macro economics or MSc students who have motivation to pursue PhD degree. Selective number of students will take this course due to the limited vacancies and successful applicants will get 2 credits after finishing all the required discussion and assignments. Please register this course at Miss Karen Wu (A308, Economics Building or at
karen@xmu.edu.cn). Faculties and students who are interested in this topic are welcomed.
(WISE)
