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ECON3006J

Academic Year 2023/2024

Financial Economics: Asset Pricing (ECON3006J)

Subject:
Economics
College:
Social Sciences & Law
School:
Economics
Level:
3 (Degree)
Credits:
5
Module Coordinator:
Dr Diogo Geraldes
Trimester:
Autumn
Mode of Delivery:
On Campus
Internship Module:
No
How will I be graded?
Letter grades
Campus of Delivery:
BDIC(UCD) Beijing

Curricular information is subject to change.

This module covers the following range of topics in financial economics that model the trade off between risk and expected return: utility theory, portfolio theory, the capital asset pricing model, arbitrage pricing theory, factor models and market efficiency. Furthermore alternative modern risk management methods are evaluated including value at risk, expected short fall and other measures of investment risk.

About this Module

Learning Outcomes:

On completing this module students will be expected to be able to: a) Appraise the theoretical and mathematical models used in financial economics. b) Describe the trade off between risk and expected return and the key concepts in financial economics such as diversification, equilibrium and arbitrage. c) Analyse the theory and practise of mathematical models in finance. d) Evaluate the application of financial models to real world market data in determining risk and expected return.

Student Effort Hours:
Student Effort Type Hours
Lectures

24
Tutorial

12
Autonomous Student Learning

80
Total

116

Approaches to Teaching and Learning:
Material will be delivered via lectures and tutorials. The tutorials will focus on problem solving and group work.

Requirements, Exclusions and Recommendations

Not applicable to this module.


Module Requisites and Incompatibles
Not applicable to this module.
 

Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade In Module Component Repeat Offered
Examination: End-of-trimester exam 2 hour End of Trimester Exam No Alternative linear conversion grade scale 40% No

70

 No
Continuous Assessment: Continuous Assessment Throughout the Trimester n/a Alternative linear conversion grade scale 40% No

30

 No

Carry forward of passed components
Yes
 

Remediation Type Remediation Timing
In-Module Resit Prior to relevant Programme Exam Board
Please see Student Jargon Buster for more information about remediation types and timing. 

Not yet recorded

Name Role
Dr Vincent Hogan Lecturer / Co-Lecturer
Daire Crotty Tutor
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