Main field(s) of study and in-depth level:
Financial Mathematics A1N,
Fail (U), Pass (G), Pass with distinction (VG).
The Faculty Board of Social Sciences
The Department Board
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).
After completing the course, the student is expected to be able to independently analyse problems in the area of financial economics.
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.
The instruction consists of lectures.
The assessment consists of a written exam.
week 22, 2017
Modern portfolio theory and investment analysis
Elton, Edwin J.;
Gruber, Martin Jay;
Brown, Stephen J.;
Goetzmann, William N.