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/
|
Taught in Gaelic? |
No |
| 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 |
Students should be registered for MSc Economics or MSc Economics (Finance). All other students must email sgpe@ed.ac.uk in advance to request permission.
|
| Additional Costs |
None |
Information for Visiting Students
| Pre-requisites |
Students should be registered for MSc Economics or MSc Economics (Finance). All other students must email sgpe@ed.ac.uk in advance to request permission.
|
| Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
|
| Delivery period: 2010/11 Block 4 (Sem 2), Available to all students (SV1)
|
WebCT enabled: No |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| Central | Lecture | | 1-5 | | | | | 15:00 - 18:00 |
| First Class |
First class information not currently available |
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
Stationery Requirements |
Comments |
| Main Exam Diet S2 (April/May) | | 2:00 | 2 x 8 sides | |
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. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords |
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 |
|
copyright 2011 The University of Edinburgh -
13 January 2011 5:51 am
|
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