Syllabus for Economics: Financial Theory

Economics: Financial Theory

Syllabus

  • 7.5 credits
  • Course code: 2NE930
  • Education cycle: Second cycle
  • Main field(s) of study and in-depth level: Financial Mathematics A1N, Economics A1F
  • Grading system: Fail (U), Pass (G), Pass with distinction (VG)
  • Established: 2007-01-24
  • Established by: The Faculty Board of Social Sciences
  • Revised: 2017-02-22
  • Revised by: The Department Board
  • Applies from: week 09, 2017
  • Entry requirements: A Bachelor's degree, equivalent to a Swedish Kandidatexamen, from an internationally recognised university.
    Also required is 60 credits in economics and 15 credits in statistics (or closely related subject).
  • Responsible department: Department of Economics

Learning outcomes

After completing the course, the student is expected to be able to independently analyse problems in the area of financial economics.

Content

The course offers an in depth study of the quantitative aspects of financial markets. The course consists of the following parts: modern portfolio theory (MPT), alternative forms of the capital asset pricing theory (CAPM), models for the pricing of stocks and bonds, and the efficient market theory.

Instruction

The instruction consists of lectures.

Assessment

The assessment consists of a written exam.
 

Reading list

Reading list

Applies from: week 22, 2017

  • Modern portfolio theory and investment analysis Elton, Edwin J.; Gruber, Martin Jay; Brown, Stephen J.; Goetzmann, William N.

    Ninth edition.: Hoboken, NJ: Wiley, [2014]

    Find in the library

    Mandatory