Finance
(Finance & Economics Department, Rutgers Business School)
26:390:571 Investments
Spring 2006 and every second spring thereafter.
Surveys the fundamental assumptions and the analytical techniques of the modern theory of finance. Topics include choices involving risk using utility theory and state preference, portfolio selection, capital market equilibrium and its implications for corporate finance and portfolio selections, and option theory.Prerequisites: 26:223:552 and 26:960:577.
- Spring 2004 syllabus by Professor Yangru Wu
- Spring 2007 syllabus by Professor Yangru Wu
- Spring 2008 syllabus by Professor Yangru Wu
- Spring 2009 syllabus by Professor Chris Kirby
- Spring 2010 syllabus by Professor Yangru Wu
- Spring 2011 syllabus by Professor Phil Davies
26:390:572 Corporate Finance
Spring 2007 and every second spring thereafter.
Basic knowledge of theoretical and empirical model building in the area of corporate finance. Prerequisite: 26:390:571.
- Summer 2004 syllabus by Professor Mike Long
- Spring 2007 syllabus by Professor S. Abraham Ravid
- Spring 2009 syllabus by Professor S. Abraham Ravid
- Spring 2011 syllabus by Professor S. Abraham Ravid
26:390:685 Special Topics in Finance (Floating Finance Seminar)
Every fall beginning Fall 2006.
The Fall 2006 Topic: Market Microstructure
Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door for improved transaction cost measurement, volatility dynamics and even asymmetric information measures, among others. Thus, this field is an important building block towards understanding today's financial markets. The course focuses on empirical methods and models, with special attention to high frequency data analysis.
- Fall 2006 syllabus by Professor Tavy Ronen
- Fall 2009 syllabus by Professor Tavy Ronen
The Fall 2007 Topic: Options & Risk Management
- Fall 2007 syllabus by Professor Feng Zhao
Fall 2007 Topic: Financial Intermediation
This course will discuss both theoretical and empirical papers on Financial Intermediation. Topics include the endogenous theoretical motivations of banking, bank "specialness", loan contracting, collateral, FDIC insurance using sun spot and asymmetric theories, relationship lending, predatory lending, etc. Students will have to present a paper, and class grade will depend on the quality of that presentation and the submitted write-up of their selected paper.
- Fall 2007 syllabus by Professor Darius Palia
The Fall 2008 Topic: Empirical Techniques in Corporate Finance
- Fall 2008 syllabus by Professor Simi Kedia
The Fall 2010 Topic: Financial Institutions
- Fall 2010 syllabus by Professor Darius Palia
26:390:686 First Early Research Seminar in Finance
26:390:687 Second Early Research Seminar in Finance
26:390:688 Independent Study in Finance
26:390:799 Dissertation Research in Finance
Please note: Links to recent syllabi are provided where possible. In some cases, the link goes to the web site for the individual faculty member, where the syllabus is maintained. In other cases, the link allows you to download the syllabus. Other syllabi are available in the Program Office.
These syllabi are provided as information to potential applicants. They should also help current students make their individual study plans. But they are subject to change. Students should not buy books or make other plans related to a course until they have confirmed with the instructor that they have an up-to-date syllabus for the semester in which they are taking the course.
