Advanced Financial Economics, 7.5 credits
(Avancerad finansiell ekonomi, 7,5 högskolepoäng)
| Course code | 1095NE |
|---|---|
| Subject area | Economics |
| Main field of study | Economics |
| Progressive specialisation | A1N (Second cycle, has only first-cycle course/s as entry requirements) |
| Academic school | School of Social Sciences |
| Disciplary domain |
Social sciences 100%
|
| Specific to the programme | Economics Master's Programme |
| Grading scale | G/VG |
| Education cycle | Second-cycle (Master) |
| Language of instruction | English |
| Valid from | Spring semester 2018 |
Validation
This course syllabus was validated by the Management Board of the School of Social Sciences at Södertörn University on 2017-10-19 according to the stipulations in the Higher Education Ordinance.
Entry requirements
Degree of Bachelor of Science in Economics, and English B or the equivalent.
Learning outcomes
After the course the student is able to:
- Demonstrate knowledge and understanding on portfolio theory, the Capital Asset Pricing Model and multi-factor asset pricing models.
- Understand the efficient markets theory and behavioral finance.
- Apply the theory of bond pricing, duration and convexity.
- Have an understanding at an introductory level of options, futures, and other derivatives.
- Carry out portfolio performance evaluations.
- Perform simple quantitative methods in finance.
Course content, modules and examinations
The course deals with techniques to derive optimal financial portfolios and theories for pricing of equities and financial derivatives. Theories and financial models are used to provide an understanding of risk assessment in financial and non-financial firms and for evaluating the performance of fund managers. Quantitative methods in finance are introduced for understanding empirical research results in finance.
1001, Advanced Financial Economics, 7.5 credits
(Avancerad finansiell ekonomi,
7,5 högskolepoäng)
Grades permitted:
G/VG
Course design
The course consists of lectures and seminars.Examination format
Written examination, written hand-in assignmentsThe grading criteria are distributed prior to the start of a course or module.
If a student has a certificate from Södertörn University for compensatory support, the examiner has the right to decide on an adapted examination or alternative form of examination in accordance with Södertörn University's regulations.
Restrictions on accreditation
The course may not be accredited as part of a degree if the contents are partly or wholly the same as a course previously taken in Sweden or elsewhere.