PHD COURSES

Core corses

· Asset Pricing 1

· Corporate Finance

· Asset Pricing 2

· Financial Econometrics

Concentrated courses

Nordic courses

Previous courses

• Thirty unanswered questions in Corporate Finance  7-11 June 2010
   
• The Norwegian School of Economics and Business Administration (NHH) in Bergen, Norway, will arrange an intensive PhD course in corporate finance 9-20 November 2009.
   
• PhD course: Credit Risk and Bubbles Thursday 25 June and Friday 26 June 2009
   
• The Nordic Finance Network (NFN) organized three intensive PhD courses in Finance in 2009:
  Valuation of Derivatives, Empirical Corporate Finance, and Market Microstructure.
   
• Corporate Finance 8-19 December 2008. The Norwegian School of Economics and Business Administration.
   
• Corporate Finance, April 28 - May 2, 2008. Aarhus School of Business, University of Aarhus. Lecturer: JayRitter, University of Florida.
   
• Financial Intermediation, 1-5 September 2008, Aarhus School of Business, University of Aarhus, Lecturer: ProfessorMark Flannery, University of Florida
   
• Ph.d course on Quantitative Risk Management: Modelling Dependence in Market and Credit Risk Med Alexander McNeil. January 28-31st, 2008 Sandbjerg Manor, Sønderborg
   
• Intensive Ph.d course in Corporate Finance. December10-20, 2007.
  The Norwegian School of Economics and Business Administration in Bergen.
   
• Asset Pricing 1, fall 2007 Teachers. Simon Lysbjerg Hansen and Claus Munk, both Department of Business and Eco­nomics, University of Southern Denmark in Odense.
   
• Corporate Finance, fall 2007 Lecturers Ken Bechmann, Claus Parum, Johannes Raaballe, Christian Riis Flor, Carsten Sørensen. 
   
• Financial modelling with jump processes. Copenhagen Business School.  June 18-20, 2007. Lecturer: Rama Cont (Columbia University)
   
• Corporate Governance, August 28—September 1, 2006, at the Aarhus School of Business. Lecturer: Professor Randall Morck, University of Alberta, Harvard & NBER.
   
• Corporate Finance, December 12-22, 2005, at the Norwegian School of Economics and Business Administration (NHH), Bergen, Lecturers: Espen Eckbo, The Amos Tuck School of Business Administration and Hans K. Hvide, NHH.
   
• Non-Linear Time Series Modeling, September 27-30, 2004, at the University of Copenhagen. Lecturer: Richard D. Davis, Colorado State University.
   
• Banking Firms and Financial Markets, October 25-29, 2004, at the Aarhus School of Business. Lecturer: Mark Flannery, University of Florida.
   
• The Paradox of Asset Pricing, September 20-24, 2004, at the Copenhagen Business School. Lecturer: Peter Bossaerts, California Institute of Technology.
   
• Dynamic Term Structure Models, August 30 - September 3, 2004, at the Aarhus School of Business. Lecturer: Kenneth J. Singleton, Graduate School of Business, Stanford University.
   
• Discrete Choice Analysis: Predicting Demand and Market Shares, March 22-26, 2004, at Ecole Polytechnique Fédérale de Lausanne.
   
• Measuring, Modeling, and Forecasting Financial Market Volatility, February 23-27, 2004, at Uppsala University, Sweden. Lecturers: Torben Andersen, Northwestern University & Tim Bollerslev, Duke University.
   
• Capital Structure and Credit Risk, 2003: September 24 & 26, October 16-17 & 23-24, 2004: January 15-16 & 22-23, at Norwegian School of Economics and Business Administration. Lecturers: David Lando, Copenhagen Business School & Kristian R. Miltersen, Norges Handelshøyskole.
   
• Advanced Concentrated Course on Statistical Methods for Financial Risk Management, May 26-30, 2003, at University of Copenhagen. Lecturer: Alexander McNeil, ETH Zurich and RiskLab Zurich. 
   
• Advanced Topics in Empirical Finance, March 5-6, 10-14, 2003, at University of Uppsala. Lecturers: Professor Eric Ghysels, University of North Carolina at Chapel Hill and Rolf Larsson, University of Uppsala.
   
• Topics in Corporate Finance, February 25 - March 14, 2003, at the Norwegian School of Economics and Business Administration, Bergen, Norway.
   
• From Levy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance, August 20-27, 2002, at Department of Mathematical Sciences, University of Aarhus.
   
• Long Range Dependence, Heavy Tails and Rare Events - with Applications to Finance and Telecommunications, May 6-10, 2002, at University of Copenhagen.