院校名称：耶鲁大学 (Yale University)
英文名称：Open Yale Courses : Financial Theory
课程代号：ECON 251: Financial Theory
主讲导师：Professor John Geanakoplos
该门课程是耶鲁大学经济学系课程之《Financial Theory —— Fall 2009》，John Geanakoplos教授主讲, 共有26个课时,平均每节课长在75分钟左右. 金融理论课程不但涉及正统金融理论，还包括了信贷市场运行、杠杆周期、社会保障体系等在传统教材中完全找不到的内容。并从对冲基金的角度进行阐述，既有理论，也有实践。学习之后将可以了解世界经济体系的核心，更好的做出个人财务决策，并可能对职业生涯有所帮助。 —简介摘自TLF字幕组
该门课程主要内容 About the Course
This course attempts to explain the role and the importance of the financial system in the global economy. Rather than separating off the financial world from the rest of the economy, financial equilibrium is studied as an extension of economic equilibrium. The course also gives a picture of the kind of thinking and analysis done by hedge funds.
This Yale College course, taught on campus twice per week for 75 minutes, was recorded for Open Yale Courses in Fall 2009.
主讲教授介绍 About Professor John Geanakoplos
John Geanakoplos is James Tobin Professor of Economics at Yale University. He received his Ph.D. in Economics from Harvard University in 1980. He has been Director of the Cowles Foundation for Research in Economics, co-Director of Hellenic Studies Program at Yale, chairman of the science steering committee at the Santa Fe Institute and Managing Director of Fixed Income Research at Kidder, Peabody & Co. Prizes he received include the Samuelson Prize (1999), and the Bodossaki Prize in economics (1994). He is a member of the American Academy of Arts and Sciences (since 1999) and was visiting professor at MSRI in the UC Berkeley, Churchill College, Cambridge, the University of Pennsylvania, Harvard, Stanford, and MIT. He was one of the founding partners of Ellington Capital Management, where he remains a partner. One of his current research topics is the leverage cycle.
耶鲁大学经济系 简介 Department of Economics
ECON 159 - Game Theory, Fall 2007 —— 这个VC上有YYeTs人人影视字幕组在连载制作中英双语字幕
ECON 252 - Financial Markets, Spring 2008 —— VC上YYeTs人人影视制作中英双语字幕 已经更新完毕
ECON 251 - Financial Theory, Fall 2009 —— 这个就是本帖在更新中的课程 (TLF字幕组目前在翻译)
建议大家使用KMPlyaer 、Potplayer、 完美解码等播放器观看.
About the Department
The Department of Economics at Yale offers a wide spectrum of courses for both specialists and non-specialists alike. For undergraduate majors, a core of courses in macro- and microeconomics, mathematics, and econometrics is required. Advanced courses offer training in economic history, finance, theory, international and developmental economics, market organization, human resources, and the public sector. The graduate program covers a broad range of research interests and diverse methodologies
ECON 251: Financial Theory
1. Why Finance?
2. Utilities, Endowments, and Equilibrium
3. Computing Equilibrium
4. Efficiency, Assets, and Time
5. Present Value Prices and the Real Rate of Interest
6. Irving Fisher's Impatience Theory of Interest
7. Shakespeare's Merchant of Venice, Collateral. Present Value and the Vocabulary of Finance
8. How a Long-Lived Institution Figures an Annual Budget. Yield
9. Yield Curve Arbitrage
10. Dynamic Present Value
11. Social Security
12. Overlapping Generations Models of the Economy
13. Demography and Asset Pricing: Will the Stock Market Decline when the Baby Boomers Retire?
14. Quantifying Uncertainty and Risk
15. Uncertainty and the Rational Expectations Hypothesis, with Applications to Predicting Stock Prices...
16. Backward Induction and Optimal Stopping Times
17. Callable Bonds and the Mortgage Prepayment Option
18. Modeling Mortgage Prepayments and Valuing Mortgages
19. History of the Mortgage Market: A Personal Narrative
20. Dynamic Hedging
21. Dynamic Hedging and Average Life
22. Risk Aversion and the Capital Asset Pricing Theorem
23. The Mutual Fund Theorem and Covariance Pricing Theorems
24. Risk, Return, and Social Security
25. The Leverage Cycle and the Subprime Mortgage Crisis
26. The Leverage Cycle and Crashes
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