| Semester | Herbstsemester 2015 |
| Angebotsmuster | Jedes Herbstsemester |
| Dozierende | Heinz Zimmermann (heinz.zimmermann@unibas.ch, BeurteilerIn) |
| Inhalt | This course provides a treatment of selected topics of intermediate capitalmarket theory: the main theme is the presentation ofmajor results in asset pricing, portfolio theory, and hedging from the perspective of state-preference theory. |
| Lernziele | Our main goal is that students get to know the symbioses of mathematical concepts and financial theory. First, students should be able to use basic concepts of linear algebra to model a simple two-state one period model of a financial market. Second, students should be able to understand the formalization of the relationship between "consume more now" and "invest now to get more in the future" in a stochastic discount factor approach. Third, students should be able to use basic concepts of stochastic calculus to model price dynamics from the standpoint of a market without opportunities for arbitrage. Finally, students learn to use the mathematical concepts in order to solve basic exercises. |
| Literatur | For more information, news and further lecture notes please continuously check our website http://www.wwz.unibas.ch/finance. |
| Bemerkungen | |
| Weblink | Weblink |
| Teilnahmebedingungen | completed Bachelordegree in Business and Economics. Basic finance knowledge (portfolio theory, asset pricing, option pricing theory) and some basic microeconomics background is required. Moreover, solid mathematical skills are advantageous. |
| Anmeldung zur Lehrveranstaltung | Registration: Please enrol in MOnA. EUCOR-Students have to enrol at the students administration office (studsek@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| HörerInnen willkommen |
| Intervall | Wochentag | Zeit | Raum |
|---|
Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.
| Module |
Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Master International and Monetary Economics) Vertiefungsmodul Monetary Economics and Financial Markets (Master Wirtschaftswissenschaften) |
| Leistungsüberprüfung | Semesterendprüfung |
| Hinweise zur Leistungsüberprüfung | Credit Points: 3 ECTP. Grading is based on one homework set (weighted 20%) and a written final exam (weighted 80%). Written exam: |
| An-/Abmeldung zur Leistungsüberprüfung | Anmeldung: Belegen |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Wiederholtes Belegen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Wirtschaftswissenschaftliche Fakultät |