金融经济学 (杨旭宁)FIN3082024春 2023春 2022春 2021春 2020春  
2024春 2023春 2022春 2021春 2020春
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选课类别:专业任务 教学语言:中文
课程类别:专业选修课 开课单位:金融系
课程层次:本科 获得学分:3.0
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课程简介(教工部数据)
该门课程聚焦于金融经济学,特别是其中关于资产定价以及风险现金流价值的内容。在学生学习了消费者在风险条件下决策的内容,学生可以利用这个通用的框架了解证券的均衡理论和无套利理论,包括资本资产定价模型,消费资本资产定价模型,阿罗-德布鲁模型,鞅测度方法,以及套利定价理论。课程的首要课程教学目标是建立并强化学生的金融直觉以及为之后更深入的课程奠定现代金融理论知识基础。第二个课程教学目标是向学生介绍在资本市场以及公司金融课程当中某些概念的准确模型推演。第三个课程教学目标是严谨而简要地复习金融经济学的重要主题(这些主题在学生之前的课程中都有遇到)。最后,从一个从业者的角度为学生介绍一系列与行为相关的演化的重要前沿理论。


This course focuses on financial economics, especially on asset pricing and the valuation of risky cash flows. After learning the details of consumer decision-making under uncertainty, it uses that general framework as a basis for understanding both equilibrium and no-arbitrage theories of securities pricing, including the capital asset pricing model (CAPM), the consumption capital asset pricing model (CCAPM),Arrow-Debreu theories, martingale pricing methods, and the arbitrage pricing theory (APT). The course aim to build up and enhance student financial intuition and understand modern financial theory for learning more advanced financial course. Another objective is to introduce students to the precise modelling of many of the concepts discussed in their capital markets and corporate finance classes. The third objective is to review rigorously and concisely the main themes of financial economics (those that students should have encountered in prior courses) and, finally, to introduce a number of frontier ideas of importance for the evolution of the discipline and of relevance from a practitioner ’s perspective.
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