This course is a topics course in Corporate Finance and Financial Frictions, with some coverage of macro-finance models. The course is mainly about dynamic models, and will cover (1) dynamic optimal cash holdings, (2) dynamic principal-agent models, (3) dynamic models of corporate bankruptcies, (4) search frictions (directed and undirected), (5) mean-field games in which heterogeneity matters, including some basic consumption-savings model and a model of dynamic adverse selection in mortgage markets, (6) dynamic intermediation models, and (7) if time allows some more recent advances on the border between finance and macroeconomics. The focus is on developing the tools for dynamic stochastic models of frictions.