Postgraduate Course: Asset Pricing (ECNM11031)
Course Outline
| School | School of Economics |
College | College of Humanities and Social Science |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Available to all students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | 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. |
| Course description |
Not entered
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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
It is RECOMMENDED that students have passed
Macroeconomics 2 (ECNM11022) AND
Microeconomics 2 (ECNM11025)
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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.
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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.
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Course Delivery Information
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| Academic year 2014/15, Available to all students (SV1)
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Quota: 2 |
| Course Start |
Block 4 (Sem 2) |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 18,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
78 )
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| Assessment (Further Info) |
Written Exam
100 %,
Coursework
0 %,
Practical Exam
0 %
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| Additional Information (Assessment) |
Final Examination in the April/May diet. |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | | 2:00 | |
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.
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Additional Information
| Course URL |
http://www.sgpe.ac.uk/ |
| Graduate Attributes and Skills |
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 |
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