Postgraduate Course: Asset Pricing (ECNM11031)
Course Outline
School | School of Economics |
College | College of Arts, Humanities and Social Sciences |
Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Available to all students |
SCQF Credits | 10 |
ECTS Credits | 5 |
Summary | The 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
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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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High Demand Course? |
Yes |
Course Delivery Information
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Academic year 2019/20, Available to all students (SV1)
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Quota: 34 |
Course Start |
Block 4 (Sem 2) |
Timetable |
Timetable |
Learning and Teaching activities (Further Info) |
Total Hours:
100
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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 |
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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.
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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 Timothy Worrall
Tel: (0131 6)51 5128
Email: Tim.Worrall@ed.ac.uk |
Course secretary | Miss Sophie Bryan
Tel: (0131 6)50 9905
Email: Sophie.Bryan@ed.ac.uk |
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