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金融論ａ
| サブタイトル | Introduction to the theory of financial economics |
|---|---|
| 担当者名 | 佐藤 祐己 |
| 単位 | 2 |
| 年度・学期 | 2023 春(学期前半) |
| 曜日時限 | 月1/火1 |
| キャンパス | 三田 |
| 授業実施形態 | オンライン授業（主としてリアルタイム形式） |
| 登録番号 | 91015 |
| 設置学部・研究科 | 経済学部 |
| 設置学科・専攻 | 経済学科 ＰＥＡＲＬコース |
| 学年 | 3, 4 |
| 分野 | 専門教育科目選択必修基本科目 Ｆ（制度・政策）（ＰＥＡＲＬ） |
| 科目概要 | 金融に関する理論、実証、制度について取り扱う。 |
| K-Number | FEC-EC-34152-222-07 |
| 科目設置 | 学部・研究科 | FEC | 経済学部 |
|---|---|---|---|
| 学科・専攻 | EC | 経済学科 | |
| 科目主番号 | レベル | 3 | 3年次配当レベル |
| 大分類 | 4 | 専門教育 基本科目 | |
| 小分類 | 15 | 講義 - 制度・政策 | |
| 科目種別 | 2 | 選択必修科目 | |
| 科目補足 | 授業区分 | 2 | 講義 |
| 授業実施形態 | 2 | オンライン授業（主としてリアルタイム形式） | |
| 授業言語 | 2 | 英語 | |
| 学問分野 | 07 | 経済学、経営学およびその関連分野 | |
授業科目の内容・目的・方法・到達目標
This course provides an introduction to the theory of financial economics. The major topics of modern finance will be covered in a rigorous way but with no claim to generality. The course assumes standard knowledge (Hiyoshi-level) of microeconomics, calculus and probability theory. The students who took my "Introduction to Finance A" in 2019 or "Money, Banking, and Finance B" in 2018 are not allowed to take this course for credit.
This is a seven-week intensive course in the first half of the spring term. All the classes will be held online. We have two classes each week. In the first class, you watch a lecture video to understand the main concept of the topic. The video is on-demand so you can watch it anytime, as many times as you wish. In the second class, all the students and I meet online (Zoom) live to discuss one or two problems related to the video you have watched. Here, you will work with two to five students together in a group (in Zoom’s Breakout Rooms).
The first part of the course (Weeks 1-2) is a refresher on the basic economic concepts used throughout the course, such as expected utility, choice under uncertainty, or competitive equilibrium. The second part (Weeks 3-6) covers standard portfolio-choice problems and equilibrium asset-pricing models such as the mean-variance model, CARA-normal model and the CAPM. The third part (Week 7) studies a basic market microstructure model with asymmetric information (Glosten-Milgrom model).
This is a seven-week intensive course in the first half of the spring term. All the classes will be held online. We have two classes each week. In the first class, you watch a lecture video to understand the main concept of the topic. The video is on-demand so you can watch it anytime, as many times as you wish. In the second class, all the students and I meet online (Zoom) live to discuss one or two problems related to the video you have watched. Here, you will work with two to five students together in a group (in Zoom’s Breakout Rooms).
The first part of the course (Weeks 1-2) is a refresher on the basic economic concepts used throughout the course, such as expected utility, choice under uncertainty, or competitive equilibrium. The second part (Weeks 3-6) covers standard portfolio-choice problems and equilibrium asset-pricing models such as the mean-variance model, CARA-normal model and the CAPM. The third part (Week 7) studies a basic market microstructure model with asymmetric information (Glosten-Milgrom model).
授業の計画
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成績評価方法
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テキスト（教科書）
No required textbook. Lecture notes will be provided.
参考書
Danthine & Donaldson, Intermediate Financial Theory, Elsevier.
Mas-Colell, Whinston, & Green, Microeconomic Theory, Oxford University Press.
Mas-Colell, Whinston, & Green, Microeconomic Theory, Oxford University Press.
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