For more details on the courses, please refer to the Course Catalog
| Code | Course Title | Credit | Learning Time | Division | Degree | Grade | Note | Language | Availability |
|---|---|---|---|---|---|---|---|---|---|
| ECO5112 | Seminar in International Finance | 3 | 6 | Major | Master/Doctor | 1-4 | - | No | |
| This graduate level course aims to provide students with key concepts in international finance. This course focuses on understanding the theory of international finance and on its various empirical applications. We will discuss stylized facts and the empirical performance of the models on the facts as well as major theoretical puzzles. This course is a blend of lectures and research paper discussions. Topics include, but are not limited to pricing in the foreign currency markets, market efficiency in the international financial markets, mechanisms of balance of payments adjustment, exchange rate determination, domestic policies under alternative exchange rate regimes, the international currency system, and exchange rate volatility. | |||||||||
| ECO5114 | Seminar in Financial Economics | 3 | 6 | Major | Master/Doctor | 1-4 | English | Yes | |
| Seminar in financial economics is to broaden the knowledge of financial theory in various topics. Instead of learning specific topics that can be found in finance textbooks, students would learn advanced financial theory by reading and discussing key academic research papers or papers that include recent development in finance. The seminar mainly focuses on how to test various financial theories and whether or not these theories are supported by empirical evidence. The seminar consists of presenting and discussing a topic in each week after reading relevant research papers. The topics include linear factor models such as CAPM, APT, ICAPM, asymmetric response models and higher moment CAPM, various risk measures and asset pricing, real estate finance, portfolio optimization, behavioural finance and various anomalies in finance, and performance measures. The prerequisites include financial economics and econometrics. | |||||||||
| ECO5115 | Financial Market Microstructure | 3 | 6 | Major | Master/Doctor | 1-4 | Korean | Yes | |
| Market microstructure is a relatively young sub-field of finance that is the study of trading mechanisms. Its focus on how markets actually work and market participants really behave. In the past few years it has grown rapidly into an important subdiscipline in financial economics. One of the goals for this PhD-level seminar is to allow students develop a fundamental knowledge of market microstructure through exposing them to selected papers in the field. The focus of the seminar course is on empirical work, but some theory will be reviewed. Another main goal is to strengthen students’ ability to dissect, digest, and critique academic research. It also introduces students to the process of conducting original research. | |||||||||
| ECO5116 | Theory of Financial Economics | 3 | 6 | Major | Master/Doctor | 1-4 | Korean | Yes | |
| Financial economics is to understand how and why individuals and their agents make choices among alternatives under uncertainty over multiple time periods. Rather than trying to give a superficial coverage of a wide range of topics, I concentrate on asset pricing under uncertainty and their implications for the valuation of securities. The course is structured as follows. As in many other similar courses we start with the discussion about utility, and then move on stochastic dominance theory. The conventional CAPM and portfolio theory is explained, with extensions to lower partial moment CAPM and higher moment CAPM. These extensions require the concept of risk measures. Probably one of the most interesting topics developed since early 1980s is behavioural finance. We discuss this in the framework of market efficiency and empirical results that report anomalies. Multiperiod pricing models are discussed in both continuous and discrete time. Intertemporal CAPM by Merton, binomial option pricing models and Black-Scholes models are explained. Finally topics in asset management are discussed. | |||||||||
| ECO5117 | Financial Theory | 3 | 6 | Major | Master/Doctor | Korean | Yes | ||
| This is a graduate-level introductory finance theory course. This course is devoted to the theory of financial management, corporate finance, investment theory, banking, and portfolio management. The course assumes that students have no prior knowledge in the theory of finance. The goal of the course is to provide graduate students with an understanding and methodology to successfully master more advanced level of finance courses. The introductory nature of the course makes us focus on the intuition of financial models. This course includes basic SAS programming to analyze the TAQ (Trade and Quote) dataset and numerical method for asset pricing. | |||||||||
| ECO5118 | Healthcare Data Analysis | 3 | 6 | Major | Master/Doctor | 3-8 | Korean | Yes | |
| This course covers modern methods for the analysis related to data. Topics include an introduction to the analysis of longitudinal data, response profiles, fitting parametric curves, covariance pattern models, random effects and growth curve models, generalized linear models for longitudinal data. | |||||||||
| ECO5119 | Economic Develompent 1 | 3 | 6 | Major | Master/Doctor | Korean | Yes | ||
| This course discusses economic growth and development in a long-term perspective, which covers topics about long-run economic growth, structural change, and comparative development. While the focus is on empirical studies and their methodologies, a few theoretical models can be discussed for understanding of motivations for the empirical literature. Special attention will be given to studies related to institutional, cultural, and geographical factors of economic development. | |||||||||
| ECO5120 | Theory and Applications of Market Design | 3 | 6 | Major | Master/Doctor | 1-4 | English | Yes | |
| This course studies the theory of market and mechanism design, with a focus on how economic agents' incentives and behaviors are affected by market rules and how desirable outcomes can be achieved by designing market rules. The topics covered include matching markets (students to classes or schools, medical residents to hospitals, kidneys to recipients) and assignment problems (gift allocation, office allocation, dormitory assignment, course allocation), designing auctions, housing markets, financial market design, and information design. | |||||||||
| ECO5121 | Seminar in Finance and Development | 3 | 6 | Major | Master/Doctor | 1-4 | English | Yes | |
| This course is designed for master and doctoral students who are interested in macroeconomic aspects of finance. The topics covered in this course include (i) the consequences of financial development and structure on economic growth, economic inequality, and environmental quality; (ii) the determination of financial development and structure; (iii) the growth consequences of financial openness; and (iv) the causes and consequences of financial crises. | |||||||||
| ECO5122 | Machine Learning for Economic Data Analysis | 3 | 6 | Major | Master/Doctor | Korean | Yes | ||
| This course covers the analysis and prediction of economic time series using big data. Specifically, it explores the methods of analyzing and predicting economic time series and big data through fundamental machine learning techniques. The course is divided into two parts: the economic time series part and the machine learning part. In the first part, we will cover basic theories related to economic time series. The second part, focused on machine learning, includes fundamental theories and computer practical sessions to apply these concepts. | |||||||||
| ECO7001 | Mathematical Statistics | 3 | 6 | Major | Bachelor/Master/Doctor |
3-4
1-4 |
Korean | Yes | |
| This course covers probability theory, random variables and their distributions, estimation of parameters, and testing statistical hypotheses. The course also introduces students to large sample theory. Other topics covered include regression analysis and asymptotic properties of estimates. | |||||||||
| ECO7001 | Mathematical Statistics | 3 | 6 | Major | Bachelor/Master/Doctor |
3-4
1-4 |
Economics | Korean | Yes |
| This course covers probability theory, random variables and their distributions, estimation of parameters, and testing statistical hypotheses. The course also introduces students to large sample theory. Other topics covered include regression analysis and asymptotic properties of estimates. | |||||||||
| ECO7003 | Economics of Information | 3 | 6 | Major | Bachelor/Master/Doctor | Korean | Yes | ||
| The course aims to introduce standard theories of economics of information which has been a major field of economic research in recent decades, and its various applications. The course will start by developing game-theoretic analytic framework of incomplete information to study models explicitly involving strategic behaviour, information transmission, contracting, and other business practices. Then, the course will explore well-known topics ranging from private and asymmetric information, communication, moral hazard with optimal contracts, adverse selection with applications to signalling and screening, and other incentive mechanisms. As information issues inherently involve dynamic aspects, repeated games and dynamic games will also be introduced and applied. The students are expected to learn various modelling and analytic tools and apply to other issues of information for independent research. | |||||||||
| ECO7003 | Economics of Information | 3 | 6 | Major | Bachelor/Master/Doctor | Economics | Korean | Yes | |
| The course aims to introduce standard theories of economics of information which has been a major field of economic research in recent decades, and its various applications. The course will start by developing game-theoretic analytic framework of incomplete information to study models explicitly involving strategic behaviour, information transmission, contracting, and other business practices. Then, the course will explore well-known topics ranging from private and asymmetric information, communication, moral hazard with optimal contracts, adverse selection with applications to signalling and screening, and other incentive mechanisms. As information issues inherently involve dynamic aspects, repeated games and dynamic games will also be introduced and applied. The students are expected to learn various modelling and analytic tools and apply to other issues of information for independent research. | |||||||||
| ERP4001 | Creative Group Study | 3 | 6 | Major | Bachelor/Master | - | No | ||
| This course cultivates and supports research partnerships between our undergraduates and faculty. It offers the chance to work on cutting edge research—whether you join established research projects or pursue your own ideas. Undergraduates participate in each phase of standard research activity: developing research plans, writing proposals, conducting research, analyzing data and presenting research results in oral and written form. Projects can last for an entire semester, and many continue for a year or more. SKKU students use their CGS(Creative Group Study) experiences to become familiar with the faculty, learn about potential majors, and investigate areas of interest. They gain practical skills and knowledge they eventually apply to careers after graduation or as graduate students. | |||||||||