SS

Honors Seminar II

Following ECON495S, iterative forum for conducting original research culminating in a substantive research project suitable for submission as an honors thesis. Pre-requisites: ECON205D and 210D. Consent of instructor required. One course.

Honors Seminar I

First course in two-semester honors sequence. Guided research on student-selected topics. Iterative presentations and writing assignments on current literature related to student-selected topics and of student-developed research proposals. Course requires completion of research proposal suitable for write-up as honors thesis in ECON496S. Pre-requisites: ECON205D, 208D and 210D. One course.

Honors Junior Research Workshop in Finance

Application of tools and techniques developed in statistics and economics to research into the structure of financial markets at the very high frequencies. Topics include testing for jumps in financial prices, the role of high frequency micro-structure noise that masks fundamental price, the importance of macroeconomic news announcements, the roles of various asymmetries such as volatility feedback, and interactions across financial markets at the very high frequency. Research project analyzing large data samples.

Corporate Finance Theory: Governance, Incentives and Valuation

Uses tools of contract theory (information economics, mechanism design, and game theory) to analyze key features of corporate structure, performance, and valuation. Investigates critical interactions among stakeholders in a modern business enterprise (directors, executives, management, labor, financiers, shareholders, and regulators) in achieving goals and objectives of the corporation.

Financial Markets and Investments

This is a Duke in London course. The structure and workings of financial markets. Topics include risk-return relationships, aspects of portfolio selection, the capital asset pricing model, the arbitrage pricing theory, fixed income analysis, and aspects of derivatives. Pre-requisites: ECON205D or ECON372; and STA111, 230, 130 or 250, or MATH230 or 342. One course.

Financial Markets and Investments

The structure and workings of financial markets. Topics include risk-return relationships, aspects of portfolio selection, the capital asset pricing model, the arbitrage pricing theory, fixed income analysis, and aspects of derivatives. Pre-requisites: ECON205D or ECON372; and STA111, 230, 130 or 250, or MATH230 or 342. One course.

Pages