Ahhh, I envy your enthusiasm towards such a study!
As I'm sure you've checked already, there is always
Wikipedia article on it.
I seriously doubt that much is out there for such abstruse study (such as a course in college as your were seeking) however; there are alternatives!
I recommend taking a read of a book, such as;
- The Encyclopedia of Demons and Demonology (by Rosemary Ellen Guiley)
- Demonology (by King James) (I highly recommend this if anything, as you're getting a historical POV on this, which I'm sure would tie a lot in with Demonology - King James is famous for his paranoia of the supernatural.)
They are two books which I feel would 'start you off' but honestly, demonology is not widely studied, and I can imagine not under the eye of the church would you find anything of use (unless they aren't all too skeptical of your sudden desire to study the subject) - but really, using the internet to find good books, and historical texts on demons would be the best way about it.