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Front Page > Archived Education > Business Economics (T-LT) > 2009 > Theory of Financial Markets (TLS3402)

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 TimeTeacher(s)LanguageEnrolment
1H-VV2011-06-06 – 2011-08-31Mikko RantaFinnish2011-04-04 – 2011-05-27
2T-LT-3T2011-10-24 – 2012-03-02Mikko RantaFinnish2011-10-03 – 2011-10-30
3H-VV2012-06-04 – 2012-08-31Mikko RantaFinnish2012-03-26 – 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.


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