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Front Page > Archived Education > Business Economics (T-FE) > 2011 > Year 3 > Theory of Financial Markets (TFS3402)

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)


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