Courses > Ph.D. Seminar in Theory of Finance
Ph.D. Seminar in Theory of Finance
Summary: During the last 10 years, this course has been taught by Dr. Abdoh in major Tehran universities. This is the theoretical course in 3 year-long Ph.D. sequence. Its primary audience are second-year Ph.D. students in finance and management who have already completed basic finance courses. Students are encouraged to familiarize themselves with matrix algebra, calculus, and probability theory prior to or during the first two weeks of this course. Basic Knowledge about stocks, bonds, derivatives (such as options and futures) are required. Basic knowledge of stochastic calculus is helpful, but not required.This course provides a detailed treatment of the theoretical foundations of modern Financial Economics. Students should aim to have a thorough understanding of all basic principles and achievements of asset pricing theory. At the same time, you should learn the necessary tools and techniques to start doing original research. To achieve these goals, students are expected to devote at least 10 hours a week working in this course.The course is based on lectures, in-class discussions, readings and homework. You should attend each class and participate actively in discussions. Acknowledgements I wish to thank all of my students in Financial Theory classes for working with the materials of this site in its development phase, Ali Sadeghi Ardestani for his invaluable programming assistance. All errors are the sole responsibility of the author. © Hossein Abdoh Tabrizi Institute for Research in Planning and Development
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