Economics: Financial Theory
7.5 credits
Syllabus, Master's level, 2NE930
A revised version of the syllabus is available.
- Code
- 2NE930
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Economics A1F, Financial Mathematics A1N
- Grading system
- Fail (U), Pass (G), Pass with distinction (VG)
- Finalised by
- The Department Board, 1 November 2016
- 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.