Global Financial Markets

Term: 
Winter
Credits: 
4.0
ECTS credits: 
6.0
Status: 
Core
Course Description: 

This course offers the financial theory and quantitative tools necessary for understanding how stock, bond, and option prices are determined, and how financial assets are used for investment decisions.Topics covered include modeling the relation between risk and return, optimal portfolio selection, asset pricing models, money management, practical asset allocation, etc.

The course is quantitative and challenging. It takes a rigorous and critical view of the process of investing. The aim is to provide the students with a lasting conceptual framework in which to view and analyze investment decisions. The course will relate the material to current financial news, the recent financial crisis and problems relevant to the practitioner.

Learning Outcomes: 

-

Assessment: 

GRADING
Letter grades will be assigned according to the departmental guidelines. The weights on different parts of the class are:
final exam 30%
midterm exam 25%
participation 15%
homework assignments 10%
trading assignments 10%
data assignments 10%
If you are taking the class for audit, you still have to participate in class and do the assignments but you do not have to sit in for the exam. Violations of the exam and assignment rules will be punished, serious violations will also automatically result in failing the course.

Prerequisites: 

*course is CORE for Economic Policy in Global Markets Students * course is ELECTIVE for Business Analytics and GER students

Microeconomics and Data Analysis pre-requisites required.

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