Course - Market Risk Analysis - IØ8304
IØ8304 - Market Risk Analysis
About
Examination arrangement
Examination arrangement: Oral examination
Grade: Passed/Failed
| Evaluation | Weighting | Duration | Grade deviation | Examination aids |
|---|---|---|---|---|
| Muntlig | 100/100 |
Course content
This course covers advanced empirical and quantitative analyses of financial and commodity markets. With financial markets we mean stocks, currency, and bond markets. With commodity markets we mean energy, metals, agricultural markets, and related markets (such as fish/shipping/freight markets/weather markets etc.). Through the course, the students are expected to develop competence in conducting their own empirical analyses of asset prices. The course will consist of a mixture of standard lecturing and practical exercises, interfacing econometric methods and theories and topics from finance and commodity market economics.
Learning outcome
After completing the course, the student should
- understand the most important empirical concepts for modeling and forecasting of prices, returns, volatility, and risk from various markets.
- have aquired experience of applying relevant market data and implemented state of the art econometric models.
- read and understand research articles in the area of empirical finance.
- conduct and presented exercises and a termpaper based on selected topics from the literature.
Learning methods and activities
Lectures, performance of datacases, seminars/student presentations, project work, guest lectures.
The course can be given in form of intensive lectures with several hours per day, several days per week, during a limited number of weeks. Alternatively, the course can also be taken as an independent study program.
Compulsory work: Computor exercises/presentations covering all areas of the course. Oral exam will be based on pensum and seminar activities.
Compulsory assignments
- Computer exercises
Recommended previous knowledge
Courses similar to TIØ4140 Project Evaluation and Financing, TIØ4145 Corporate Finance, and TIØ4317 Empirical and Quantitative Methods in Finance.
Course materials
Carol Alexander, 2008, Market Risk Analysis, Wiley (4 Books)
Credit reductions
| Course code | Reduction | From | To |
|---|---|---|---|
| TIØ4557 | 3.5 |
No
Version: 1
Credits:
7.5 SP
Study level: Doctoral degree level
Term no.: 1
Teaching semester: AUTUMN 2017
Language of instruction: English
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- Business Economics
- Managerial Economics, Finance and Operations Research
- Financial Economics
- Industrial Economics and Technology Management
Department with academic responsibility
Department of Industrial Economics and Technology Management
Examination
Examination arrangement: Oral examination
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD Muntlig 100/100
-
Room Building Number of candidates - Spring ORD Muntlig 100/100
-
Room Building Number of candidates
- * 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"