ECON3006J Financial Economics: Asset Pricing

Academic Year 2022/2023

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.

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Curricular information is subject to change

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
Autonomous Student Learning

80

Lectures

24

Tutorial

12

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
Group Project: Stock Pitch Unspecified n/a Alternative linear conversion grade scale 40% No

30

Examination: End-of-trimester exam 2 hour End of Trimester Exam No Alternative linear conversion grade scale 40% No

70


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
Johannes Scheuerer Tutor
Timetabling information is displayed only for guidance purposes, relates to the current Academic Year only and is subject to change.
 

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