Intermediate Finance
About the course
Portfolio theory, CAPM, index models and the fixed income market
Objectives of the course
Students who have successfully completed the course should have achieved the following learning outcomes:
Knowledge and comprehension:
- Knowledge of portfolio theory, CAPM, index models and the fixed income market
Skills:
- Be able to explain important topics and derive results in portfolio theory, CAPM, index models and the fixed income market
- Advanced: Apply theoretical concepts and ideas to new areas
Competence:
- The student should be able independently to develop their own competence and expertise in the field of portfolio theory, CAPM, index models and the fixed income market. Moreover, he or she should be able to discuss central questions, analyses and conclusions pertaining to these topics.
Credit reduction
If you pass the examination in this course, you will get an reduction in credits (as stated below), if you previously have passed the following courses:
- SOK-3060 Intermediate Finance 8 stp
Teaching methods
Language of instruction and examination
EnglishRecommended reading/syllabus
Spring 2014 Readings:
Bodie, Kane og Marcus: Investments and Portfolio, Chapter: 5-9,13,14-16
Iñaki Rodríguez: Notes and Slides
Assessment
Written exam lasting 4 hours, comprising 100% of the final course grade (A-F). To access the exam, two assignments need to be turned in and passed. A re-sit exam will be arranged for this course.
A re-sit exam will be arranged for this course.
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