Check out finance courses on NPTEL or course pages from colleges that offer undergrad degree in finance / econ. Not a focus area for now, atleast till the end of 2025.
Generic Topics
Slightly Technical Topics
- Capital markets
- Computational finance
- Monte Carlo simulations
- Numerical methods
- Time series / econometrics
- Statistics for finance
Finance-Focused Topics
- Financial theory
- Asset / derivative pricing
- Capital Asset Pricing Model (CAPM)
- Puts / Calls
- Options
- Risk management
- Financial models
What Do These Even Mean?
- Econometrics
- Regressions
- Time series
- Panel data analysis
- Volatility modelling
- Co-integration
IITB Dept of Economics
UG Curriculum
From the course page, exciting subjects include:
- EC 221 Intermediate Micro economics I
- EC 223 Intermediate Macro economics I
- EC 210 Intermediate Micro economics II
- EC 212 Intermediate Macro economics II
- EC 402 Game Theory
Already in my CS topics list, which I should be covering first, as CS principles will be more useful to me in the near future.
- EC 306 Econometrics I
- EC 405 Econometrics II
Some really cool honours courses:
- EC 310 Corporate Investment
- EC 315 Public Finance
- EC 440 Industrial Economics
- EC 452 Economic Reforms in India
- EC 610 Cost Benefit Analysis
- EC 611 Financial Economics
- EC 700 Applied Economics
- EC 707 Empirical Analysis of Corporate Governance
PG Curriculum
From the course page, with much more depth than the bachelor level courses.
EC 802 – Advanced Economic Theory
- Consumer theory
- Producer theory
- Choice under uncertainty
- General equilibrium models
- Walrasian and Marshallian stability analysis: existence, uniqueness, stability
- Game theory topics
- Bayesian games
- Signaling
- Mechanism design
- Decision theory
- Cooperative game theory
- Applications in corporate investment
- Distributed lag models, adaptive expectations, investment accelerators
- Applications of difference equations
- Competitive market models with perishable products
- Market models with inventory
- Growth models
- Neoclassical growth model without money (wealth demand model)
- Solow growth model
- Solow with automation
- Endogenization of investment in physical capital
- Automation and wage inequality
- Ramsey-Cass-Koopmans model (with automation)
- Overlapping Generations (OLG) model (with automation)
- Open economy macroeconomics
EC 821 Applied Econometrics
- Linear regression
- Multiple regression, violations of classical assumptions
- GLS, Seemingly Unrelated Regressions
- Simultaneous equations models
- Limited dependent & qualitative variables
- Linear probability model
- Probit, logit, multinomial logit
- Conditional logit, nested logit, nested multinomial logit
- Ordered logit / probit
- Poisson regression, negative binomial, Tobit, hurdle model
- Time series
- Stationarity, ARIMA, VAR
- Cointegration, ARCH, GARCH
- Panel data
- Fixed effects (LSDV), random effects
- Fixed vs random effects, dynamic panel models
- Errors in variables, unit root tests
- Matching methods
- Counterfactuals, propensity score matching
- Average treatment effect, quantile treatment effect
- Regression + matching
- Ordered & continuous treatment
- Instrumental variables regression
- IV and causality, 2SLS
- IV with heterogeneous outcomes
- Difference-in-differences (DiD)
- Individual fixed effects
- Regression-based DiD
EC 631 Financial Economics
- Financial markets and the economy
- Real vs financial assets
- Users of the financial system
- Role of financial intermediation
- Choices under risk
- Utility theory under uncertainty
- Axioms of choice, risk aversion
- Financial instruments
- Types, characteristics, financial innovation
- Bond pricing & term structure theories
- Expectations Hypothesis
- Liquidity Preference
- Market Segmentation Theory
- Preferred Habitat Theory
- Derivatives basics
- Futures and options definitions
- Rights & obligations of parties
- Taxonomy of options
- Portfolio theory
- Return–risk tradeoff
- Efficient diversification
- Capital Asset Pricing Model (CAPM)
- Risk premium determinants, empirical CAPM tests
- Financial intermediation
- Role of banks
- Types of intermediaries
EC 638 Financial Econometrics
- Properties of financial returns
- Univariate time series models
- Applications in finance
- Multivariate time series models
- Applications in finance
- Cointegration & error correction models
- Volatility modelling
- ARCH, GARCH
- Historical, realized, implied volatility
- Markov & regime switching models
- Applications in finance
- Multivariate volatility & correlation models
- Applications in finance