Syllabus for Financial Theory

Finansiell teori

Syllabus

  • 7.5 credits
  • Course code: 2NE831
  • Education cycle: Second cycle
  • Main field(s) of study and in-depth level: Financial Mathematics A1N, Economics A1F

    Explanation of codes

    The code indicates the education cycle and in-depth level of the course in relation to other courses within the same main field of study according to the requirements for general degrees:

    First cycle

    • G1N: has only upper-secondary level entry requirements
    • G1F: has less than 60 credits in first-cycle course/s as entry requirements
    • G1E: contains specially designed degree project for Higher Education Diploma
    • G2F: has at least 60 credits in first-cycle course/s as entry requirements
    • G2E: has at least 60 credits in first-cycle course/s as entry requirements, contains degree project for Bachelor of Arts/Bachelor of Science
    • GXX: in-depth level of the course cannot be classified

    Second cycle

    • A1N: has only first-cycle course/s as entry requirements
    • A1F: has second-cycle course/s as entry requirements
    • A1E: contains degree project for Master of Arts/Master of Science (60 credits)
    • A2E: contains degree project for Master of Arts/Master of Science (120 credits)
    • AXX: in-depth level of the course cannot be classified

  • Grading system: Fail (F), Sufficient (E), Satisfactory (D), Good (C), Very good (B), Excellent (A)
  • Established: 2019-05-14
  • Established by: The Department Board
  • Applies from: Autumn 2020
  • 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 a 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: Autumn 2022

Some titles may be available electronically through the University library.

  • 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

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