THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2017/2018

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DRPS : Course Catalogue : School of Economics : Economics

Postgraduate Course: Asset Pricing (ECNM11031)

Course Outline
SchoolSchool of Economics CollegeCollege of Humanities and Social Science
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryThe aim of the module is to provide students with a good foundation in asset pricing, by using a blend of theoretical concepts, empirical evidence and some applications of the theory. The intention is for the students to increase their knowledge and understanding of modern finance theory. Within this context, the module covers the following topics: mean-variance analysis, the Capital Asset Pricing Model, the Arbitrage Pricing Theory, derivatives pricing; market microstructure with respect to Efficiency Market Hypothesis, security exchanges, asymmetric information and noise traders; behavioural finance and Individual portfolio choices.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
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.
Information for Visiting Students
Pre-requisitesStudents should be registered for MSc Economics or MSc Economics (Finance). All other students must email sgpe@ed.ac.uk in advance to request permission.
High Demand Course? Yes
Course Delivery Information
Academic year 2017/18, Available to all students (SV1) Quota:  1
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 )
Assessment (Further Info) Written Exam 100 %, Coursework 0 %, Practical Exam 0 %
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
good foundation in asset pricing, by using a blend of theoretical concepts, empirical evidence and some applications of the theory.
Reading List
None
Additional Information
Course URL http://www.sgpe.ac.uk/
Graduate Attributes and Skills Not entered
KeywordsNot entered
Contacts
Course organiserProf Timothy Worrall
Tel: (0131 6)51 5128
Email: Tim.Worrall@ed.ac.uk
Course secretaryMiss Carole-Anne Marshall
Tel: (0131 6)51 1795
Email: Carole-Anne.Marshall@ed.ac.uk
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