Syllabus for Financial Theory

Finansiell teori


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


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.

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


Last modified: 2022-04-26