John Yiran Zhu

John Yiran Zhu
  • Assistant Professor of Finance

Contact Information

  • office Address:

    The Finance Department
    2431 SH-DH
    Philadelphia, PA 19104

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

Links: Personal Website

Teaching

Current Courses

  • FNCE235 - Fixed Income Securities

    This course covers fixed income securities (including fixed income derivatives) and provides an introduction to the markets in which they are traded, as well as to the tools that are used to value these securities and to assess and manage their risk. Quantitative models play a key role in the valuation and risk management of these securities. As a result, although every effort will be made to introduce the various pricing models and techniques as intuitively as possible and the technical requirements are limited to basic calculus and statistics, the class is by its nature quantitative and will require a steady amount of work. In addition, some computer proficiency will be required for the assignments, although familiarity with a spreadsheet program (such as Microsoft Excel) will suffice.

    FNCE235002

Past Courses

  • FNCE235 - FIXED INCOME SECURITIES

    This course covers fixed income securities (including fixed income derivatives) and provides an introduction to the markets in which they are traded, as well as to the tools that are used to value these securities and to assess and manage their risk. Quantitative models play a key role in the valuation and risk management of these securities. As a result, although every effort will be made to introduce the various pricing models and techniques as intuitively as possible and the technical requirements are limited to basic calculus and statistics, the class is by its nature quantitative and will require a steady amount of work. In addition, some computer proficiency will be required for the assignments, although familiarity with a spreadsheet program (such as Microsoft Excel) will suffice.

  • FNCE725 - FIXED INCOME SECURITIES

    This course covers fixed income securities (including fixed income derivatives) and provides an introduction to the markets in which they are traded, as well as to the tools that are used to value these securities and to assess and manage their risk. Quantitative models play a key role in the valuation and risk management of these securities. As a result, although every effort will be made to introduce the various pricing models and techniques as intuitively as possible and the technical requirements are limited to basic calculus and statistics, the class is by its nature quantitative and will require a steady amount of work. In addition, some computer proficiency will be required for the assignments, although familiarity with a spreadsheet program (such as Microsoft Excel) will suffice.

  • FNCE928 - METHODS IN FNCE 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 will be 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.

Knowledge@Wharton

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India will have the world’s largest workforce by 2027. But as AI, blockchain and other technologies quickly render existing ways of working obsolete, training will become more critical than ever.

Knowledge @ Wharton - 2018/02/23
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India’s economy is poised to rebound. But realizing the potential requires a smoother absorption of big structural reforms, revived private investment and stable oil prices, say experts.

Knowledge @ Wharton - 2018/02/22
Microsoft CEO Satya Nadella: How Empathy Sparks Innovation

Microsoft CEO Satya Nadella recounted his unlikely ascent to the top job and how the software giant’s culture is changing, during a recent talk at Wharton.

Knowledge @ Wharton - 2018/02/22