Joao F. Gomes
Howard Butcher III Professor of Finance
Research Interests: macroeconomics and financial markets, corporate investment and financing
I teach several courses on macroeconomics and financial markets to Masters and Doctoral level students. I also teach in several of Wharton's Executive Education programs
FNCE937 - Applied Quantitative Methods in Finance
This is an advanced course in quantitative theory applied to macro and finance models. It is intended for doctoral students in finance, economics and related fields. The course focuses on four broad theoretical literatures: (i) firm investment and growth; (ii) corporate, household and sovereign debt; (iii) asset pricing in general equilibrium; and (iv) equilibrium macro models with a financial sector. My approach is to develop and discuss in detail a unified framework that is suited to address most topics, usually covering a few central topics and the core papers. We then discuss the more recent literature, highlighting how authors combine and expand upon the core ideas. This part of the course usually relies on regular student presentations.
FNCE937001 ( Syllabus )