Course Structure

As of October 2009 the (regular) curriculum consists of three years. The following mandatory courses are taught:

Quantitative Methods
Financial Econometrics
Corporate Finance
Asset Pricing
Continuous Time Finance
Finance Paper Reading
Paper Writing
Finance Research Seminar

In addition, students can choose their area of specialization by selecting from a wide range of elective courses. Examples of usually offered elective courses are:

Game Theory
Real Options
Advanced Topics in Corporate Finance
Advanced Topics in Asset Pricing
Empirical Asset Pricing
Interest Rate Models
Advanced Topics in Continuous Time Finance
Credit Risk Management

Recent elective courses have been taught by (amongst others) Christopher Hennessy from the London Business School ("Advanced Corporate Finance"), Nicolae Garleanu from the University of Pennsylvania ("Liquidity and Asset Pricing"), David Lando from the Copenhagen Business School ("Credit Risk Management"), Rossen Valkanov from the University of California San Diego ("Financial Econometrics and Empirical Portfolio Choice"), Gordon Phillips from the University of Maryland ("Interaction of Finance and Industrial Organization"), Toni Whited from the University of Rochester ("Empirical Corporate Finance and Applied Cross-Sectional Econometrics"), Jacob Sagi from the Vanderbilt University ("Advanced Asset Pricing"), and Jiang Wangfrom the MIT ("Advanced Asset Pricing").