Handbook information

Learning Objectives

Upon completion of the course, the student is expected to demonstrate detailed understanding of basic paradigms, quantitative modeling, and the empirical methods, used by financial economists in the analysis of asset prices in the stock, bond and foreign exchange markets.

Language of Instruction

English

Pre-requisites

Research Methods in Finance or a corresponding course is recommended.

Instruction

Reading course.

Literature

Cuthbertson K & Nitzsche D (2004): Quantitative Financial Economics; Stocks, Bonds and Foreign Exchange (2nd ed.).

Evaluation and Examination

Written examination 70% and term paper 30%

Instructor

Knif, Johan

Second Instructor

Högholm, Kenneth