Universität Wien FIND

040012 KU Asset Pricing 2 (MA) (2019W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung

An/Abmeldung

Details

max. 200 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

Montag 09.12. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Mittwoch 11.12. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Montag 16.12. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Mittwoch 08.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Montag 13.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Mittwoch 15.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 16.01. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Montag 20.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Mittwoch 22.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 23.01. 11:30 - 13:00 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
Montag 27.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Mittwoch 29.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag 30.01. 11:30 - 13:00 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

The course Asset Pricing I is the first part of a sequence on asset pricing. Asset Pricing I analyses the determinants of asset prices in a complete market setting under symmetric information. Asset Pricing II extends the analysis to the empirically more relevant incomplete market setting with asymmetric information and liquidity risk.

Accordingly, this course lays the foundations for a deeper understanding of the determinants of asset prices. It discusses the role of cash-flow expectations and various notions of risk on the prices of traded securities.

The role of informational asymmetries on market participation, liquidity and, hence, asset prices will be the topic of the advanced course Asset Prices II.

While the course is mainly theoretical, all its motivation as well as the validation of the theories developed in this course is empirical and data-driven.

Art der Leistungskontrolle und erlaubte Hilfsmittel

written (final, homework, quizzes) and oral (presentations, active participation)

the final will carry 50% of the points

homework will carry 25% of the points provided the results can be presented in a coherent way

active participation will carry another 25%

Mindestanforderungen und Beurteilungsmaßstab

In order to pass the course at least 25 points need to be achieved in the final and overall 50% of the total score is required.

Prüfungsstoff

Presentations of the lecturer including presentation slides, student presentations, reading list

Literatur

Available on Moodle

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Di 24.09.2019 17:27