Postgraduate Course: Finance, Risk and Uncertainty (MATH11088)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | This course is available only to students on the 'Financial Modelling and Optimization' and 'Financial Operational Research' Degree Programmes.
- 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; |
| Course description |
Not entered
|
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | MSc Financial Modelling and Optimization and MSc Financial Operational Research students only. |
Course Delivery Information
|
| Academic year 2015/16, Not available to visiting students (SS1)
|
Quota: None |
| Course Start |
Semester 1 |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 30,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
66 )
|
| Assessment (Further Info) |
Written Exam
70 %,
Coursework
30 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
See 'Breakdown of Assessment Methods' and 'Additional Notes', above. |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | MSc Finance, Risk and Uncertainty | 2:00 | |
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.
|
Additional Information
| Graduate Attributes and Skills |
Not entered |
| Special Arrangements |
MSc Financial Modelling and Optimization and MSc Financial Operational Research students only. |
| Study Abroad |
Not Applicable |
| Keywords | FRU |
Contacts
| Course organiser | Dr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: S.Sabanis@ed.ac.uk |
Course secretary | Mr Thomas Robinson
Tel: (0131 6)50 4885
Email: Thomas.Robinson@ed.ac.uk |
|
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