PhD Finance course. Lecturers: Dr Pasquale Della Corte and Dr Cesare Robotti Outline: The aim of this course is to introduce students to models and techniques required to undertake empirical research on the asset pricing side of nancial economics. This requires a combination of financial and econometric methods as well as working with the data. The course is intended for Ph.D. students with a prior knowledge of asset pricing theory, capital markets and econometrics. We will concentrate on discrete-time methods and use a use a variety of econometric techniques such as Maximum Likelihood (ML), Generalized Method of Moments (GMM), Bayesian methods and time-series models. We will cover these econometric tools in order to empirically address meaningful economic rather than being interested in econometric methodology per se. Topics covered: Predictability, Asset Pricing Tests, Factor Pricing Models, Misspecification, Bayesian methods, Stochastic Volatility, Volatility Derivatives, FX Options.