Robert Morris Professor of Banking
Professor of Finance
Research Interests: asset pricing, econometrics, international finance, macroeconomics
Links: Personal Website
FNCE219 - International Financial Markets
This course focuses on international financial markets and exchange rates. Topics include pricing in the foreign currency and Eurocurrency markets, use of forward exchange for hedging, short-term returns and market efficiency in the international money markets, foreign currency options, international capital asset pricing, pricing of foreign currency bonds, currency swaps, Eurocurrency syndicated loans, foreign currency financing and exposure management.
FNCE219001 ( Syllabus )
FNCE219002 ( Syllabus )
FNCE219003 ( Syllabus )
FNCE921 - Introduction to Empirical Methods in Finance
This course is an introduction to empirical methods commonly employed in finance. It provides the background for FNCE 934, Empirical Research in Finance. The course is organized around empirical papers with an emphasis on econometric methods. A heavy reliance will be placed on analysis of financial data.