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. This includes analysis of properties of various financial assets including derivative securities, analysis of portfolios created from these assets and structure of interest rates as well as basic techniques of risk management. Moreover, financial behaviour of companies will be investigated together with different models of optimisation of their capital structure.

Instruction

The course material will be presented in lectures.

Assessment

The course will be concluded by a written exam. There will be three grades: pass with distinction (VG), pass (G) and fail (U).