Universität Wien

040109 KU Asset Pricing 1 (MA) (2020W)

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

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 50 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

Attendance of the first meeting at Oct. 1st is MANDATORY.

The final exam is digital and takes place at Thursday, Jan. 28. at 06.30 - 08.00 pm.

The course takes place in the lecture hall; if classroom teaching should not be possible due to stricter Covid19 regulations, the course will be held digitally. (July 2020)

According to new regulations as of Sep. 29th , the first meeting will take place online on Moodle (via Collaborate or via BBB). Any further information will be communicated via Moodle.

  • Donnerstag 01.10. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Freitag 09.10. 16:45 - 18:15 Digital
    Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 15.10. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Freitag 16.10. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 22.10. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 29.10. 18:30 - 20:00 Digital
    Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Donnerstag 05.11. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 12.11. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 26.11. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 03.12. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 10.12. 16:45 - 18:15 Digital
  • Donnerstag 17.12. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 07.01. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 14.01. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 21.01. 16:45 - 18:15 Digital
    Hörsaal 1 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Donnerstag 28.01. 18:30 - 20:00 Digital

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

Participation is MANDATORY.

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% (this includes ad-hoc quizzes during lectures)

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: Fr 12.05.2023 00:12