Universität Wien FIND

Modulprüfung

Masterprüfung Internationale Betriebswirtschaft (Finanzmärkte) (2018S)

Information

Prüfungsstoff

Content of lectures
Principles of Finance
Empirical Finance

plus at least one of
Market Microstructure
Behavioral Finance
Fixed Income

Specifically:
financial systems
o market-based versus bank-based financial systems
o anatomy of financial crises

decisions under uncertainty
o expected utility
o prospect theory
o ambiguity

time event trees (state space modelling)

arbitrage
o fundamental theorem
o derivatives
o option pricing

financial market equilibrium
o definition
o existence
o properties

asset 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 volatility

liquidity asset pricing model (LAPM)
o informational efficiency
o information paradox
o learning from prices

Letzte Änderung: Sa 20.08.2022 08:03