课程名称：Financial Economics

主 讲 人：路磊 教授

时     间：6月11/12/18/19/25/26

           7月2/3

主办单位：中国金融研究院

课程摘要

The objective of this course is to introduce incoming graduate students to financial economics and to provide students with a broad theoretical understanding of financial economics. The course will focus on a variety of topics, including inter-temporal choice of consumption and investment under certainty, utility theory and investor's choice under uncertainty, state-preference theory and the stochastic discount factor, asset-pricing models and capital-market equilibrium, asset pricing and liquidity, valuation of options and market efficiency. The discussion of these topics will cover examples of the application of these themes in finance areas such as asset pricing, corporate finance, and derivatives.

This material is a requisite for advanced study of financial economics. Students must have good knowledge of microeconomics, probability and statistics and calculus. In addition to the required textbooks, students will be expected to read journal articles and present in class summaries of these papers. The intent is to enhance students’ ability to read and comprehend finance literature, while building a solid foundation for the advanced graduate seminars.

主讲人简介

    路磊，加拿大曼尼托巴大学阿斯博商学院金融学(终身)正教授，Bryce Douglas讲席教授，博士生导师。他于2007年毕业于加拿大麦吉尔大学，获得金融学博士学位。2007-2011年任教于上海财经大学金融学院，2011-2016年任教于北京大学光华管理学院。

    他的研究方向包括资产定价，行为金融和国际金融。他的研究发表在Management Science, Journal of Financial and Quantitative Analysis，Journal of Corporate Finance, Financial Management, Journal of Economic Dynamics and Control, Journal of Futures Markets, Economic Theory, and Economics Letters 等金融学和经济学英文期刊；他的研究也发表在《管理科学学报》和《金融研究》等中文期刊。

    他曾经主持过加拿大社会科学和人文研究理事会 (SSHRC)基金项目，国家自然科学基金面上项目，上海市浦江人才计划项目，以及中国金融期货交易所的研究项目。他目前担任Accounting and Finance副主编 以及China Finance Review International副主编。