Syllabus for Economics: Financial Theory
Economics: Financial Theory
A revised version of the syllabus is available.
- 7.5 credits
- Course code: 2NE930
- Education cycle: Second cycle
Main field(s) of study and in-depth level:
Financial Mathematics A1N,
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:
- 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
- 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 (U), Pass (G), Pass with distinction (VG)
- Established: 2007-01-24
- Established by: The Faculty Board of Social Sciences
- Revised: 2016-11-01
- Revised by: The Department Board
- Applies from: Autumn 2016
- Entry requirements:
- Responsible department: Department of Economics
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.
- Latest syllabus (applies from Spring 2017)
- Previous syllabus (applies from Autumn 2016)
- Previous syllabus (applies from Autumn 2007)
The reading list is missing. For further information, please contact the responsible department.