• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • Econometrics and Data Science Methods for Business, Economics and Finance
      • Networks in Micro- and Macroeconomics
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
  • Alumni
  • Times
Home | Courses | Dynamic Corporate Finance (course cancelled for 2022-23)

Dynamic Corporate Finance (course cancelled for 2022-23)

  • Teacher(s)
    Sebastian Gryglewicz
  • Research field
    Finance, Finance
  • Dates
    Period 1 - Aug 29, 2022 to Oct 21, 2022
  • Course type
  • Program year
  • Credits

Course description

The course introduces students to fundamental models of corporate finance in a dynamic world. Most of the discussed models use continuous-time techniques. To provide some essential background, the course will start with an applied introduction to stochastic processes and stochastic calculus. Topics that will be covered include investment, capital structure, dividend policy, and agency conflicts. In later parts, we will study how these dynamic corporate finance models can be linked to valuation and asset returns. Finally, the course will discuss empirical estimation of structural models in corporate finance.

Course literature

Primary reading
- Selected papers & chapters.