Course - Asset Pricing - FIN3005
FIN3005 - Asset Pricing
About
This course is no longer taught and is only available for examination.
Examination arrangement
Examination arrangement: School exam
Grade: Letter grades
Evaluation | Weighting | Duration | Grade deviation | Examination aids |
---|---|---|---|---|
School exam | 100/100 | 4 hours | C |
Course content
The course offers an introduction to equilibrium modeling for the financial markets. The models attempt to explain prices on different types of financial assets related to fundamental macroeconomic variables (like consumption and production). It provides a tool to understand how financial markets react to changes in relevant macroeconomic variables. The course also discuss empirical results, conventionalized facts and "puzzles" that are unveiled in such facts. The last part of the course can deal with portfolio decisions for long term investors or advanced option pricing.
Learning outcome
Knowledge
You learn
- about empirical investigations of the link between the macro economy and stock markets
- advanced theories of asset pricing
- models for the relationship between the aggregate economic variables and financial markets
- models of portfolio choice
Skills
You should be able to
- explain how international stock markets have evolved historically
- assess macroeconomic risk and how such risk affects financial markets
- understand the relationship between different forms of risk and stock market returns
- consider how different risks affect optimal portfolio choice
General competence
You should be able to
- read and understand research papers on the topics of this course
Learning methods and activities
2 hours of lectures every week. The course has compulsory activity. Specific requirements will be announced at the beginning of the term. The term papers can be written as a joint project.
Compulsory assignments
- Approved term paper(s)/exercise(s)
Recommended previous knowledge
Compulsory courses in Master of Science in Financial Economics
Required previous knowledge
None
Course materials
Announced at the beginning of the term.
Credit reductions
Course code | Reduction | From | To |
---|---|---|---|
FIN3009 | 5.0 | AUTUMN 2023 |
No
Version: 1
Credits:
7.5 SP
Study level: Second degree level
Language of instruction: English
Location: Trondheim
- Financial Economics
- Economics
- Social Sciences
Department with academic responsibility
Department of Economics
Examination
Examination arrangement: School exam
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD School exam 100/100 C 2023-12-18 15:00 INSPERA
-
Room Building Number of candidates - Spring ORD School exam 100/100 C 2024-06-05 15:00 INSPERA
-
Room Building Number of candidates SL111 lyseblå sone Sluppenvegen 14 1
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"