Courses / Module

Toggle Print

Module FINANCIAL ECONOMICS

Module code: FN607A
Credits: 7.5
Semester: 2
Department: ECONOMICS,FINANCE & ACCOUNTING
International: No
Coordinator: Dr Fabrice Rousseau (BUSINESS)
Overview Overview
 

The first part of the course reviews the microeconomic foundations of financial economics, covers Modern Portfolio Theory and finally Arrow-Debreu Pricing. The second part of the course introduces asset pricing models: the Capital Asset Pricing Model (CAPM), the Asset Pricing Theory (APT), and develops some extensions and empirical considerations (Fama and Macbeth, Fama and French 3-Factor Model).

Open Learning Outcomes
 
Open Teaching & Learning methods
 
Open Assessment
 
Open Autumn Supplementals/Resits
 
Open Timetable
 
Back to top Powered by MDAL Framework © 2022
V5.3.3 - Powered by MDAL Framework © 2022