斯坦福大学商学院金融PhD必修课程如下：
PhD Finance Courses
FINANCE 620. Financial Markets I
This course is an introductory PhD level course in financial economics. We begin with individual choice under uncertainty, then move on to equilibrium models, the stochastic discount factor methodology, and no-arbitrage pricing. We will also address various empirical puzzles relating to asset markets, and explore the models that have been developed to try to explain them.
FINANCE 621. Financial Markets II
This course continues F620 in covering some of the main concepts in asset pricing. Among the topics are: (i) Dynamic asset pricing models in discrete and continuous time (i) Rational Expectation models and their foundation (iii) strategic trading models.
FINANCE 622. Dynamic Asset Pricing Theory
This course is an introduction to multiperiod models in finance, mainly pertaining to optimal portfolio choice and asset pricing. The course begins with discrete-time models for portfolio choice and security prices, and then moves to a continuous-time setting. The topics then covered include the Black-Scholes model of asset pricing and some of its extensions, models of the term structure of interest rates, valuation of corporate securities, portfolio choice in continuous-time settings, and finally, general-equilibrium asset pricing models. Students should have had some previous exposure to general equilibrium theory and some basic courses in investments. Strong backgrounds in calculus, linear algebra, and probability theory are recommended. Problem assignments are frequent and, for most students, demanding. Prerequisite: F620 or permission of instructor.
FINANCE 623. Market Microstructure
This course is concerned with Financial Markets in which agents have asymmetric information. Topics include (i) Rational Expectation models and their foundation (ii) strategic trading (iii) organization of financial markets. The course is intended to cover fundamental concepts as well as discuss current research.
FINANCE 624. Corporate Finance Theory
This course considers a wide range of topics in theoretical corporate finance (broadly interpreted). Topics include capital structure decisions, agency conflicts in the firm, dividend policy, security design, optimal financial contracting, the theory of the firm, the market for corporate control, and banking and financial intermediation, among others. The primary focus is on how asymmetric information, agency conflicts, strategic interactions, and incomplete contracting affect corporate financial decision-making. The course aims both to familiarize students with influential papers and current research, and to promote new research ideas in the area.
FINANCE 625. Empirical Finance
This course is an introduction to empirical research in finance. The focus of the course is on applications of econometric methods in finance. We cover applications of time-series (macro) econometrics (much of asset pricing), but also some key issues in panel data (micro) econometrics (mostly corporate finance). Topics include tests of asset pricing models, return predictability in time-series and cross-section, empirical studies of asset market imperfections, studies of individual and professional investor behavior, and identification and specification issues in empirical corporate finance. The aim is to familiarize students with essential econometric methods and with important empirical facts and areas of current research interest.
FINANCE 626. Advanced Corporate Finance
This is a course on contemporary theoretical and empirical issues in corporate finance. Building upon the first-year courses in corporate finance theory and empirical methods in finance, we will examine issues in asset pricing applications to corporate finance, dynamic capital structure (dynamic financing decisions), financial distress, financing and investment interactions, and behavioral corporate finance. Both conceptual economic frameworks and econometric methods will be developed as needed. A requirement for this course is that students complete two written projects, one theoretical and one empirical, and at least one of these projects will be presented to the class.
FINANCE 629. Tax and Finance Seminar
This seminar examines the impact of taxes on security values and investment strategies at a graduate level. The readings and discussion will focus on a variety of instruments including equities, bonds, and various derivative instruments. The seminar will incorporate three perspectives on the ensuing tax and finance issues: (1) a planning or "trading strategy" perspective appropriate for advising investors; (2) a market perspective especially, the impact of taxes on security prices; (3) a tax policy perspective focusing on the government's choice of rules. The seminar also will devote time to some methodological issues that arise from each perspective. Although there are no formal prerequisites, knowledge of finance at a basic graduate level is assumed. Some of the material relies on continuous time modeling, but a deep knowledge of this type of modeling is not required.
FINANCE 631. Empirical and Behavioral Corporate Finance
In this course, we combine two approaches to research in corporate finance. First, we introduce empirical tests of standard corporate finance models (based on asymmetric information, agency conflicts, and incomplete contracts). Major emphasis is on empirical research methodology. Second, we present behavioral research in corporate finance (both theoretical and empirical). The course includes an introduction to the psychology evidence that is most relevant to (corporate) finance. Applications include security issuance, capital structure, investment decisions, mergers & acquisitions, corporate governance, and media impact. The course focuses on recent advances in the field and is intended to lead to a research paper.
FINANCE 632. Empirical Dynamic Asset Pricing
This course explores the interplay between dynamic asset pricing theory, statistical assumptions about sources of risk, and the choice of econometric methods for analysis of asset return data. Therefore, the lectures will be a blend of theory, econometric method, and critical review of empirical studies. Both arbitrage-free and equilibrium preference-based pricing models will be discussed, with particular emphasis given to recent developments and outstanding puzzles in the literature.
The prerequisites for F632 are MGTECON 603 - 604, Finance 620, Finance 622, and Finance 625. In particular, I will assume familiarity with dynamic asset pricing theory, at the level of F622; and large-sample theory for least-squares, generalized method-of-moments, and maximum likelihood estimation methods. We will review these methods in the context of specific applications, but this material will not be developed in depth.
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