Part of the University of Essex courses website, this page brings together materials from a range of modules on Computational finance and economic agents, covering topics such as quantitative finance, market analysis, risk management, empirical micro-market infrastructure and agent-based economics. The specific module pages have a full range of course materials.
Curricula and Syllabi in Financial Economics
Centre for Computational Finance and Economic Agents, University of Essex
Dimitri Vayanos, London School of Economics . Paul Woolley Centre for the Study of Capital Market Dysfunctionality
This is a syllabus for a Masters level course on asset markets as taught by Dimitri Vayanos of the London School of Economics. This is the core investments course in the MSc Finance Full-Time Programme. It aims to familiarize students with the workings of asset markets and the fundamental tools of asset valuation. Three important asset classes are covered: bonds (25%), stocks (50%), and derivatives (25%).
H Shomali, University of California, Berkeley
This course syllabus (in .pdf) outlines readings and schedules for a course in financial economics as taught by H. Shomali at UC Berkeley in 2004.
Robert Schiller, Yale
Part of the Open Yale website, this course website covers financial markets as taught by Robert Schiller of Yale University in spring 2008. The course strives to offer understanding of the theory of finance and its relation to the history, strengths and imperfections of such institutions as banking, insurance, securities, futures, and other derivatives markets, and the future of these institutions over the next century. The website includes audio, transcripts, syllabus, lecture slides and exams with solutions.
