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

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

The Spike in Late Auto Loan Payments: Will It Spread?

Are the struggles that millions of Americans are having in paying one bill a sign that trouble is brewing for the broader economy?

Knowledge @ Wharton - 2019/02/18
Cruising Ahead: China Merchants Group’s Shekou Prince Bay Project

As China’s economy continues to slow, it is turning to infrastructure spending once again to boost growth. Port development is part of this effort since active ports are expected to result in a more vibrant economy. With an eye towards tapping China’s growing cruise industry, the Shekou subsidiary of the China Merchants Group is harnessing

Knowledge @ Wharton - 2019/02/18
Gucci’s Misstep: Is a More Diverse Fashion Industry the Answer?

Gucci’s release of a sweater resembling blackface is the latest controversy renewing calls for greater diversity in the fashion industry.

Knowledge @ Wharton - 2019/02/18