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Degree Regulations & Programmes of Study 2010/2011
- ARCHIVE as at 1 September 2010 for reference only
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DRPS : Course Catalogue : School of Economics : Economics

Postgraduate Course: Asset Pricing (ECNM11031)

Course Outline
School School of Economics College College of Humanities and Social Science
Course type Standard Availability Available to all students
Credit level (Normal year taken) SCQF Level 11 (Postgraduate) Credits 10
Home subject area Economics Other subject area None
Course website http://www.sgpe.ac.uk/
Course description To help students understand the building blocks of modern financial economics, and the application of economic principles and reasoning to a variety of asset pricing models and financial instruments; to examine the theory and empirical analysis of trading and market making on security exchanges, providing basic theoretical and empirical building blocks; to overview the relationship between behavioural finance and asset pricing, and examine individual portfolio choices and behaviour driven by personal and market psychology.
Entry Requirements
Pre-requisites It is RECOMMENDED that students have passed Macroeconomics 2 (ECNM11022) AND Microeconomics 2 (ECNM11025)
Co-requisites
Prohibited Combinations Other requirements None
Additional Costs None
Information for Visiting Students
Pre-requisites Prior permission of the SGPE Programme Director
Prospectus website http://www.ed.ac.uk/studying/visiting-exchange/courses
Course Delivery Information
Delivery period: 2010/11 Block 4 (Sem 2), Available to all students (SV1) WebCT enabled:  Yes Quota:  None
Location Activity Description Weeks Monday Tuesday Wednesday Thursday Friday
CentralLecture1-5 15:00 - 18:00
First Class First class information not currently available
Summary of Intended Learning Outcomes
Knowledge and understanding of:-
* the building blocks of modern financial economics, the application of economic principles and reasoning to the main asset pricing models and financial instruments.
* standard theory and empirical analysis of trading and market making on security exchanges.
* the relationship between behavioral finance and asset pricing, and the way in which individual portfolio choices and behaviour are driven by personal and market psychology.
Assessment Information
Final Examination in the April/May diet.
Please see Visiting Student Prospectus website for Visiting Student Assessment information
Special Arrangements
Not entered
Contacts
Course organiser Prof Jonathan Thomas
Tel: (0131 6)50 4515
Email: Jonathan.Thomas@ed.ac.uk		 Course secretary Ms Marie Craft
Tel: (0131 6)51 1764
Email: marie.craft@ed.ac.uk
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copyright 2010 The University of Edinburgh - 1 September 2010 5:50 am