DEPARTAMENTO: CONTABILIDADE, FINANAS E CONTROLE (CFC)

CURSO.....................: FUNDAMENTALS OF FINANCE

DISCIPLINA...........: CMCD
PROFESSOR..........:
PERODO................: SEMESTRE......: 1O/2013
AULAS.....................: .

SYLLABUS

OBJETIVOS DO CURSO

This course intends to be the first course for graduate students in finance. It has the purpose of introducing the student to
the main theories behind the financial analysis.

CRITRIO DE AVALIAO

Midterm exam ............................................................................................40%

Final Exam..................................................................................................60%

BIBLIOGRAFIA

Pennacchi, George, Theory of Asset Pricing, Pearson-Addison Wesley, 2007.

Tirole, Jean, The Theory of Corporate Finance, Princeton, 2006.
Amaro de Matos, J. Theoretical foundations of Corporate Finance, Princeton, 2001.
Kreps, David, A Course on Microeconomics, Princeton University Press1990.
Mas-Colell, A., M. D. Winston e J. R. Green, Microeconomic Theory. Oxford University Press, 1995.

PR-REQUISITOS

There are no prerequisite for graduate students.

CONTENTS

1 Asset Pricing
1.1 Expected utility and risk aversion
1.2 Mean-variance analysis
1.3 CAPM, arbitrage and linear factor models
1.4 Consumption- savings decisions and state pricing
1.5 Basics of derivatives
1.6 Basic of continuous-time diffusion processes
1.7 Dynamic hedging and options evaluation
2 Other topics
2.1 Theory of information
2.1.1 Agency theory
2.1.2 Adverse Selection, signaling and screening
2.2 Game theory

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