THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2011/2012
- ARCHIVE for reference only
THIS PAGE IS OUT OF DATE

University Homepage
DRPS Homepage
DRPS Search
DRPS Contact
DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Finance, Risk and Uncertainty (MATH11088)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Course typeStandard AvailabilityNot available to visiting students
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) Credits10
Home subject areaMathematics Other subject areaNone
Course website None Taught in Gaelic?No
Course description- Identify the main building blocks of modern finance theory;
- Use compounding and discounting to evaluate financial proposals;
- Determine the net present value and internal rate of return of investment proposals;
- Explain the merits of the net present value rule as an investment criteria;
- Appreciate the merits as well as the limitations of the internal rate of return as an investment criterion;
- Determine the cost of borrowing and evaluate financing proposals;
- Define and measure risk;
- Evaluate the risk of investment and securities;
- Construct portfolios to reduce risk exposure;
- Differentiate between efficient and inefficient portfolios;
- Develop the capital asset pricing model;
- Explain and critically evaluate capital market theory;
- Understand the role of beta as a measure of risk;
- Undertake the evaluation of capital budget proposals;
- Derive the implications of the capital asset pricing model for security analysis and corporate financial management;
- Explore the behaviour of the prices of financial assets and returns in competitive capital markets;
- Critically appraise the efficiency of the capital market;
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Additional Costs None
Course Delivery Information
Delivery period: 2011/12 Semester 1, Not available to visiting students (SS1) WebCT enabled:  Yes Quota:  None
Location Activity Description Weeks Monday Tuesday Wednesday Thursday Friday
No Classes have been defined for this Course
First Class First class information not currently available
Exam Information
Exam Diet Paper Name Hours:Minutes
Main Exam Diet S2 (April/May)MSc Finance, Risk and Uncertainty2:00
Summary of Intended Learning Outcomes
1. Skills in structuring and taking decisions;
2. An appreciation of the need to evaluate decision criteria in relation to the objectives of the decision;
3. An ability to construct and manipulate mathematical models;
4. An appreciation of the role of abstract reasoning in understanding and approaching practical problems;
5. The ability to assess and test theories and hypotheses on the basis of empirical evidence.
Assessment Information
Continuous Assessment 30%; Examination 70%
Special Arrangements
Postgraduate students only.
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
KeywordsFRU
Contacts
Course organiserDr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: S.Sabanis@ed.ac.uk
Course secretaryMrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk
Navigation
Help & Information
Home
Introduction
Glossary
Search DPTs and Courses
Regulations
Regulations
Degree Programmes
Introduction
Browse DPTs
Courses
Introduction
Humanities and Social Science
Science and Engineering
Medicine and Veterinary Medicine
Other Information
Timetab
Prospectuses
Important Information
 
© Copyright 2011 The University of Edinburgh - 16 January 2012 6:25 am