Theory of Financial Markets
| Structure Type: | Study unit |
|---|---|
| Code: | TFS3402 |
| Type: | Compulsory / Professional Studies |
| Curriculum: | T-FE 2011 |
| Level: | Bachelor of Business Administration |
| Year of Study: | 3 (2013-2014) |
| Credits: | 5 cr |
| Responsible Teacher: | Berglund, Anna-Lena |
| Language of Instruction: | Swedish |
Learning Outcomes
Introduce to student the basics of financial mathematics and applications in statistical analysis and financial markets.
Student's Workload
Total work load of the course: 81 h
- of which scheduled studies: 40 h
- of which autonomous studies: 41 h
Prerequisites / Recommended Optional Courses
Business and financial mathematics
Contents
Utility theory, portfolio analysis, theory of efficient markets, diversification of investments, CAPM, option theroy, APT model, time series analysis and forecasting
Recommended or Required Reading and Other Learning Resources/Tools
Bodie, Z. – A. Kane – A. J. Marcus, INVESTMENTS, McGraw Hill.
Cochrane, John H, ASSET PRICING, Princeton UP.
Lecture notes
Mode of Delivery / Planned Learning Activities and Teaching Methods
Lectures, excercises.
Assessment Criteria
1 = The student has a basic understanding of theory and is able to solve basic exercises.
3 = The student understands theory and is able to solve more difficult exercises by using the theory.
5= The student is able to apply theory and develope own models for solving exercises.
Assessment Methods
Exam, numerical evaluation. (0-5)