本課程中文授課,使用英文教科書。

This course provides a general introduction to the fundamentals of financial theories. The course will be delivered to topics. Within each topic, we will discuss related concepts on mathematics, statistics, programming, and economics. We will read papers extensively. You may learn how to read papers efficiently. You are asked to cover and present a paper, write review reports, prepare a proposal for a new research. You need to present the above work during our class meetings. Most people do not acquire a deep understanding of empirical issues without actually doing empirical work. Therefore, you will be assigned exercises that require dealing with data and estimating models. You are free to use any software available to you to perform this empirical work. Matlab, Stata, Eviews, R, or Python is recommended.

The course is ambitious to give students a solid foundation to study and to do research in finance. In addition to studying fundamental knowledge in mathematics, statistics, and economics, the course will also survey many issues in finance academic research. The intent is to give the students grounding for future career in finance research.

Everyone participates even you are just auditing. You must read, discuss, and present in class. Class participation is a critical part of this course. You are welcome to ask and answer questions. Prepare your work professionally. You are welcome to work in a team. However, everyone prepares own report and presentation.

Course materials: lecture notes, data, program code, papers, etc. can be downloaded from NTU COOL. You are asked to download and read course materials before classes. Videos may be provided on NTU COOL.

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