新加坡国立大学

Finance

项目介绍

About Us

Welcome to Department of Finance

We offer modules that lead to a specialisation in Finance in academic programmes such as the Bachelor of Business Administration (BBA) for undergraduate students, Master in Business Administration (MBA), Master of Science in Finance (MSc in Finance) and PhD for graduate students.

A large proportion of students in our BBA and MBA programmes specialise in Finance.

Our Finance specialisation in the BBA programme is officially recognized by the CFA Institute as a CFA Programme Partner.

The professors in the department are dedicated to high quality teaching and research in investments, corporate finance and other areas related to Finance.

The faculty’s research has been published in such leading journals as Journal of Finance, Journal of Financial Economics, Review of Financial Studies and Journal of Financial and Quantitative Analysis.

Support for research comes from subscriptions to a wide range of financial databases, an active group of PhD students and regular seminar series.

In our efforts to reach out to the financial industry and the wider community, the department works closely with ABFER and NUS Risk Management Institute.

Professor Allaudeen HAMEED

Head, Department of Finance

PhD Modules

FIN6001 Empirical Corporate Finance and Financial Intermediation

This course deals with the fundamental ideas and issues tackled in empirical research in corporate finance and financial intermediation, the methodologies employed to evaluate corporate finance and financial intermediation models, and classical and recent empirical findings in these areas. The topics include a selection of (i) financial structure, (ii) financing investment, (iii) tax system, (iv) dividend policy, (v) M&A, (vi) bankruptcy and reorganisation, and (vii) banking and financial intermediation.

BZD6005 Applied Econometrics III

This course applies advance econometric theory to empirical research methods in business. This advanced course begins with non-linear least squares, quasi-maximum likelihood, and generalised method of movements. Strongly rooted in the application, this course also covers asymptotic theory, Bayesian econometrics, unit-root time series, and stochastic processes.

FIN6002 Corporate and Financial Intermediation Theory

This is a foundation (theory) course of corporate finance. The course reviews basic concepts of game theory, information economics, and contract theory used in corporate finance and financial intermediation theory. The topics cover financial structure, financing investment, tax system, dividend policy, M&A, bankruptcy and reorganisation, and banking and financial intermediation.

FIN6003 Asset Pricing and Microstructure Theory

This is a foundation course in investment decision-making and asset pricing. The topics covered in the course are utility theory, decision-making under uncertainty, mean-variance portfolio analysis, equilibrium pricing in static and dynamic economies, derivatives pricing in static and dynamic economies, stochastic discount factor interpretation of asset pricing, asset pricing with differential information, and theories of market microstructure.

FIN6004 Empirical Asset Pricing and Microstructure

This course deals with the fundamental ideas and issues tackled in empirical research in asset pricing and market microstructure, the methodologies employed to evaluate asset pricing and microstructure models, and classical and recent empirical findings in these areas. The topics include a selection of (i) asset pricing models, (ii) market efficiency, (iii) market anomalies (iv) return predictability), (v) behavioural finance (vi) market microstructure (vii) trading mechanisms (viii) volatility models and (ix) international finance.

BZD6004 Applied Econometrics II

This course applies econometric theory to connect statistics to business research. The emphasis centres on implementing existing econometric techniques and the ability to understand new empirical procedures. This intermediate course centres on identifying the ideal test procedure for the question of interest including experiments, observational data, and simulations.

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新加坡国立大学

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新加坡国立大学是新加坡首屈一指的世界级顶尖大学。
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