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31919-01 - Seminar: Financial Markets and Asset Pricing 6 CP

Semester fall semester 2021
Course frequency Every fall sem.
Lecturers Lukas Hitz (lukas.hitz@unibas.ch)
Heinz Zimmermann (heinz.zimmermann@unibas.ch, Assessor)
Content As an example, please find here the Seminar Topics of Fall 2016: https://wwz.unibas.ch/finanzmarkttheorie-finance/lehre/courses-fall-2016/monetary-economics-and-financial-markets-ii/abteilung/finance/
However the students have the opportunity to bring their own topics and ideas.

Learning objectives Objective: Students learn to work autonomously on a research project, to present their findings
in the context of a 30-minutes presentation and to write a seminar thesis (approx.
15-20 pages without appendix).
Comments An Orientation with the participants takes place in August 2021 – the date will be scheduled by doodle.
The presentations take place end-November, and the seminar-paper must be handed in by December 23, 2021.
Format: in-class if possible, otherwise online per zoom

Students interested in a specific topic are welcome to contact Lukas Hitz or Prof. Heinz Zimmermann at any time.
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Admission requirements Compulsory courses: 2 out of the following 3 lectures:
- Macroeconomics and Finance (40105)
- Intermediate Finance (42778)
- Advanced Asset Pricing (10600)

Furthermore it is absolutely essential to have empirical knowledge at master's level, in order to be able to pass the master's seminar successfully. That’s why you need at least
1 out of the following 5 lectures, (preferably 1 out of the first 3 lectures):
- Econometrics (12036)
- Univariate Time Series Analysis (former Time Series I) (10684)
- Advanced Time Series Analysis (former Time Series II) (30661)
- Applied Financial Data Management (19799)
- Computational and Quantitative Finance (50788)


Course application The application for this seminar is done centrally and online from May, 17 to June, 7, 2021 with the Studiendekanat.
The link to the online application form and more information can be found here:https://wwz.unibas.ch/de/studium/master-business-and-economics/masterseminare/
The registration is binding. In case of non-participation after registration it will be noted as "nicht erschienen" in the transcript. For a break up after recieving a subject and title, there will be a "1.0" recorded. In addition, the priority of the wishes for future seminar applications is lost.
Language of instruction English
Use of digital media No specific media used

 

Interval Weekday Time Room
unregelmässig See individual dates
Comments An orientation takes place in August 2021 – the date will be scheduled by doodle. The presentations take place end-Nov, and the seminar-paper must be handed in by Dec 23, 2021.

Dates

Date Time Room
Wednesday 22.09.2021 11.15-13.00 - Siehe Bemerkung, --
Modules Core Module: Core Areas in Monetary Economics (Master's Studies: International and Monetary Economics)
Module: Research Design in Business and Economics (Master's Studies: Business and Economics)
Module: Research Design in Finance, Controlling, Banking (Master's Studies: Business and Economics)
Module: Research Design in Monetary Economics and Financial Markets (Master's Studies: Business and Economics)
Module: Seminar Papers (Master's Studies: Business and Economics (Start of studies before 01.08.2021))
Assessment format seminar credit
Assessment details Seminar presentation: 30%
Final paper: 70%
Introduction:
Presentations: tbd

Deadline final paper: tba
Assessment registration/deregistration Registration/deregistration: faculty
Repeat examination no repeat examination
Scale 1-6 0,1
Repeated registration as often as necessary
Responsible faculty Faculty of Business and Economics , studiendekanat-wwz@unibas.ch
Offered by Faculty of Business and Economics

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