Universität Wien FIND

040109 KU Asset Pricing 1 (MA) (2021W)

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

Zusammenfassung

1 Gehrig , Moodle
2 Schräder , Moodle

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
An/Abmeldeinformationen sind bei der jeweiligen Gruppe verfügbar.

Gruppen

Gruppe 1

max. 50 Teilnehmer*innen
Sprache: Englisch
Lernplattform: Moodle

Lehrende

Termine

Because of the lockdown in Austria until further notice the lectures of this course will be held online on Zoom via Moodle. As soon as in-class teaching is safe again, the class will moved back to the class room. Please, follow closely the announcements in Moodle.(Nov. 20th).

This course starts on October 11 and participation in the opening session is mandatory to secure participation for admitted candidates. Slots not claimed by admitted candidates will be forwarded to the waitinglist.

The meetings on Oct. 11th and 18th will be physical on site.
If possible, all sessions will be held on site. This will be communicated in the course.
Also the exam at Jan. 24th will take place at OMP1.

MO 11.10.2021_08.00-09.30_Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 18.10.2021_08.00-09.30_Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 25.10.2021_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 08.11.2021_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 15.11.2021_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 22.11.2021_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 29.11.2021_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 06.12.2021_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 13.12.2021_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 10.01.2022_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 17.01.2022_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
MO 24.01.2022_08.00-09.30_ Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock

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)

Gruppe 2

max. 50 Teilnehmer*innen
Sprache: Englisch
Lernplattform: Moodle

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

The course starts digitally on Wednesday, 6. October, 3.00 pm - 4.30 pm.Final Exam in lecture hall 6 on Monday, 24 January 8.00 am.

Mittwoch 06.10. 15:00 - 16:30 Hybride Lehre
Mittwoch 13.10. 15:00 - 16:30 Hybride Lehre
Mittwoch 20.10. 15:00 - 16:30 Hybride Lehre
Mittwoch 27.10. 15:00 - 16:30 Hybride Lehre
Mittwoch 03.11. 15:00 - 16:30 Hybride Lehre
Mittwoch 10.11. 15:00 - 16:30 Hybride Lehre
Mittwoch 17.11. 15:00 - 16:30 Hybride Lehre
Mittwoch 24.11. 15:00 - 16:30 Hybride Lehre
Mittwoch 01.12. 15:00 - 16:30 Hybride Lehre
Freitag 10.12. 15:00 - 16:30 Hybride Lehre
Mittwoch 15.12. 15:00 - 16:30 Hybride Lehre
Mittwoch 12.01. 15:00 - 16:30 Hybride Lehre
Mittwoch 19.01. 15:00 - 16:30 Hybride Lehre
Montag 24.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock

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)

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.

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: Sa 20.11.2021 15:47