FINANCIAL ECONOMICS
- Module code: FN607A
- Credits: 7.5
- Semester: 2
- Department: ECONOMICS,FINANCE & ACCOUNTING
- International:
- Coordinator: Dr Fabrice Rousseau (BUSINESS)
Overview | |
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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). |
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Autumn Supplementals/Resits | |
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