Intermediate Asset Pricing

Faculteit Economie en Bedrijfskunde
Jaar 2018/19
Vakcode EBB084A05
Vaknaam Intermediate Asset Pricing
Niveau(s) bachelor, uitwisseling
Voertaal Engels
Periode semester II a
ECTS 5
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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 enroll for a master programme in this field.
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. A final issue will be the valuation of derivative instruments, including 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 4
Onderwijsvorm hoor- en werkcolleges
Toetsvorm schriftelijk tentamen met open vragen
(and weekly multiple-choice tests)
Vaksoort bachelor
Coördinator dr. S. Tillema
Docent(en) dr. ing. N. Brunia ,dr. A. Dalò ,dr. S. Tillema , J.V. Tinang Nzesseu, M.
Verplichte literatuur
Titel Auteur ISBN Prijs
A few research papers
Investments, 2018, 11th edition, McGraw-Hill Bodie, Z., A. Kane and A.J. Marcus 9781260083392 €  6.700,00
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.
Contact details: Coordinator: dr. Sandra Tillema, e-mail s.tillema@rug.nl
Secretary Grietje Pol, phone +31(0)50 3633685, e-mail g.pol@rug.nl, room: 5411.0836
Opgenomen in
Opleiding Jaar Periode Type
BSc Economics and Business Economics/E&BE  (keuzevakken E&BE-IE&B) 3 semester II a keuze
BSc Economics and Business Economics/E&BE  ( Business Economics) 3 semester II a verplicht
BSc Economics and Business Economics/E&BE  (keuzevakken E&BE-Economics) 3 semester II a keuze
Courses open to Exchange Students (BSc)  ( Courses open to Exchange Students (BSc) without limited access) 3 semester II a keuze