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Intermediate Asset Pricing
| Faculteit | Economie en Bedrijfskunde |
| Jaar | 2022/23 |
| Vakcode | EBB084A05 |
| Vaknaam | Intermediate Asset Pricing |
| Niveau(s) | bachelor, uitwisseling |
| Voertaal | Engels |
| Periode | semester II a |
| ECTS | 5 |
| Rooster | rooster |
| Uitgebreide vaknaam | Intermediate Asset Pricing | ||||||||||||||||||||
| Leerdoelen | Upon completion of the course the student is able to: 1. Describe in considerable depth the players, assets, terminology and conventions in financial markets. 2. Describe and explain in considerable detail various portfolio theories as well as asset pricing models. 3. Use these theories and models to answer relatively complex questions relevant to investors. 4. Make a well-founded decision about whether or not to apply for a position in the field of finance or to enrol for a master programme in this field. |
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| Omschrijving | Intermediate Asset Pricing is a course about financial markets, and particularly about the financial assets that are traded in these markets. The course first sets the scene by giving an overview of the various types of financial assets that are available, and the ways in which these instruments are traded. Subsequently, it elaborates on valuing financial assets. For this purpose, modern portfolio theory and the Capital Asset Pricing Model will be discussed. The course will also discuss debt instruments and their associated yields, and models to value equity. A final issue will be the valuation of financial options. Central themes throughout the course will be the informational efficiency of financial markets and the trade-off between risk and return. Both themes will be presented as corner stones of valuation. | ||||||||||||||||||||
| Uren per week | 3 | ||||||||||||||||||||
| Onderwijsvorm | -gastcollege , -hoorcollege , -werkcollege | ||||||||||||||||||||
| Toetsvorm | -groepsopdracht, -schriftelijk tentamen (open vragen) | ||||||||||||||||||||
| Vaksoort | bachelor | ||||||||||||||||||||
| Coördinator | Dr. A. Dalò | ||||||||||||||||||||
| Docent(en) | G.A.G. Alserda, PhD. ,Dr. A. Dalò ,dr. J.V. Tinang Nzesseu | ||||||||||||||||||||
| Verplichte literatuur |
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| Entreevoorwaarden | Basic skills in mathematics and statistics, and a background in finance, are strongly recommended. | ||||||||||||||||||||
| Opmerkingen | The course builds on the knowledge obtained from the first year course Asset Pricing and Capital Budgeting. Secretary: Ellie Jelsema, phone: +31 (0)50 3633685, e-mail: e.t.jelsema@rug.nl, room: 5411.0836. |
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