Theory of Financial Markets
| Structure Type: | Study unit |
|---|---|
| Code: | TLS3402 |
| Type: | Compulsory / Professional Studies |
| Curriculum: | T-LT 2009 |
| Level: | Bachelor of Business Administration |
| Credits: | 5 cr |
| Responsible Teacher: | Ranta, Mikko |
| Language of Instruction: | Finnish |
Courses
| Impl. | Group(s) | Study Time | Teacher(s) | Language | Enrolment |
|---|---|---|---|---|---|
| 1 | H-VV | 2011-06-06 – 2011-08-31 | Mikko Ranta | Finnish | 2011-04-04 – 2011-05-27 |
| 2 | T-LT-3T | 2011-10-24 – 2012-03-02 | Mikko Ranta | Finnish | 2011-10-03 – 2011-10-30 |
| 3 | H-VV | 2012-06-04 – 2012-08-31 | Mikko Ranta | Finnish | 2012-03-26 – 2012-05-27 |
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
Virtual lectures and excercises.
Assessment Criteria
5: Can utilise theories, concepts and methods of mathematics in financial analysis consistently in various situations. Can write to a restricted target group about theories, concepts and methods of mathematics in financial analysis. Can discuss the issues and phenomena in mathematics of financial analysis with a restricted target group.
3: Can utilize the essential concepts of mathematics in financial analysis in single situations and assignments and understand the theories on which the assignments are based. Can discuss the essential issues in mathematics in financial analysis with a restricted target group. Can produce written and oral basic information of mathematics in financial analysis
1: Can recognise and understand the essential theories, principles and methods of mathematics in financial analysis. Can document essential phenomena of mathematics in financial analysis and communicate about the essential issues of the field.
Assessment Methods
Research work (100%), numerical 1-5.