Joao F. Gomes
Howard Butcher III Professor of Finance
Research Interests: macroeconomics and financial markets, quantitative corporate finance, 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
FNCE613 - Macroeconomics and the Global Economic Environment
This course is required of all students except those who, having prior training in macroeconomics, money and banking, and stabilization policy at an intermediate or advanced level, can obtain a waiver by passing an examination. The purpose of FNCE 613 is to train the student to think systematically about the current state of the economy and macroeconomic policy, and to be able to evaluate the economic environment within which business and financial decisions are made. The course emphasizes the use of economic theory to understand the workings of financial markets and the operation and impact of government policies. Specifically, the course studies the determinants of the level of national income, employment, investment, interest rates, the supply of money, inflation, exchange rates, and the formulation and operation of stabilization policies.
FNCE613001 ( Syllabus )
FNCE613002 ( Syllabus )
FNCE613003 ( Syllabus )
FNCE937 - Applied Quantitative Methods in Finance
Finance 937 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 )