Modulprüfung
Masterprüfung Internationale Betriebswirtschaft (Finanzmärkte) (2017W)
2.00 ECTS, SPL 4 - Wirtschaftswissenschaften
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Prüfungsstoff
Content of lectures
Principles of Finance
Empirical Financeplus at least one of
Market Microstructure
Behavioral Finance
Fixed IncomeSpecifically:
financial systems
o market-based versus bank-based financial systems
o anatomy of financial crisesdecisions under uncertainty
o expected utility
o prospect theory
o ambiguitytime event trees (state space modelling)arbitrage
o fundamental theorem
o derivatives
o option pricingfinancial market equilibrium
o definition
o existence
o propertiesasset pricing
o consumption based asset pricing
o CAPM and APT
o anomalies (small firm, domestic bias, momentum, etc.)measures of market (il)liquidity
o bid-ask spread
o volume
o Amihud
o volatilityliquidity asset pricing model (LAPM)
o informational efficiency
o information paradox
o learning from prices
Principles of Finance
Empirical Financeplus at least one of
Market Microstructure
Behavioral Finance
Fixed IncomeSpecifically:
financial systems
o market-based versus bank-based financial systems
o anatomy of financial crisesdecisions under uncertainty
o expected utility
o prospect theory
o ambiguitytime event trees (state space modelling)arbitrage
o fundamental theorem
o derivatives
o option pricingfinancial market equilibrium
o definition
o existence
o propertiesasset pricing
o consumption based asset pricing
o CAPM and APT
o anomalies (small firm, domestic bias, momentum, etc.)measures of market (il)liquidity
o bid-ask spread
o volume
o Amihud
o volatilityliquidity asset pricing model (LAPM)
o informational efficiency
o information paradox
o learning from prices
Letzte Änderung: Fr 26.04.2024 13:56