Photo of John Yiran Zhu

John Yiran Zhu

Assistant Professor of Finance

Research Interests: contracts, corporate finance, game theory, probability

Links: Personal Website

Contact Information

Address: The Finance Department, 2431 SH-DH, Philadelphia, PA 19104
Email: zhuyiran@wharton.upenn.edu
Office: 215-746-8569
Office Fax: 215-898-6200

Courses

Previous

  • FNCE235 - Fixed Income Securities

    FNCE 235 is a rigorous study of fixed income securities, including default-free bonds, floating rate notes, and corporate bonds. Closely related financial instruments such as forwards and futures on fixed income securities, bond options, and interest rate swaps are also examined. In addition to analyzing specific types of fixed income securities, there will be an examination of the tools used in bond portfolio management.

  • FNCE725 - Fixed Income Securities

    FNCE 725 is a rigorous study of fixed income securities, including default-free bonds, floating rate notes, and corporate bonds. Closely related financial instruments such as forwards and futures on fixed income securities, bond options, and interest rate swaps are also examined. In addition to analyzing specific types of fixed income securities, there will be an examination of the tools used in bond portfolio management.

  • FNCE928 - METHODS IN FINANCE THEORY

    This doctoral level course introduces students to game theory and continuous-time methods. Both techniques represent fundamental approaches to organizing, modeling and understanding complex financial phenomena. The game theory half will cover equilibrium concepts, moral hazard, signaling and screening. Highlights include rigorous formulations and analyses of the perfect Bayesian equilibrium concept and the principal-agent relationship. Both ideas are central to theories of corporate finance and financial markets - subjects that the students willbe exposed to in the spring. The continuous-time methods half will cover basic stochastic calculus and applications to capital structure, Merton's consumption-portfolio and problem and optimal contracts.