Econ 235a: Introduction to Financial Economics

Fall 2007
Lectures T-R 12.30-1.45 PM at NH 1110

Instructor: Professor Weerachart Tee Kilenthong,

Email: tee@econ.ucsb.edu
Office Hours: Wed 1-3 pm or by appointment at my office 3038 North Hall

Syllabus

This course studies basic concepts in financial economics. This course is intended for PhD students in economics and finance. The primary goal of this class is to introduce some of standard tools, widely used in modern financial economics and necessary to understand articles in academic journals. In addition, some advanced issues in financial economics will be discussed as well.

Textbook:

1. Asset Pricing, by John Cochrane, Revised Edition, Princeton University Press (2005): JC

2. Principles of Financial Economics, by Steve LeRoy and Jan Werner, Cambridge University Press (2001): LW

3. The Econometrics of Financial Markets, by John Campbell, Andrew Lo, and A. Craig MacKinlay, Princeton University Press (1997)

4. Dynamic Asset Pricing Theory, by Darrell Duffie, Third Edition, Princeton University Press (2001)

5. Theory of Financial Decision Making, by Jonathan Ingersall, Jr., Rowman \& Littlefield (1987)

Problem Sets :

1. Problem Set 1 (Due on Oct 11, 2007)
2. Problem Set 2 (Due on Oct 25, 2007)
3. Problem Set 3 (Due on Nov 15, 2007)
4. Problem Set 4 (Due on Nov 29, 2007)
5. Problem Set 5 (Due on Dec 6, 2007)