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040109 KU Asset Pricing 1 (MA) (2024W)
Continuous assessment of course work
Labels
Summary
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 09.09.2024 09:00 to Th 19.09.2024 12:00
- Registration is open from We 25.09.2024 09:00 to Th 26.09.2024 12:00
- Deregistration possible until Mo 14.10.2024 23:59
Registration information is available for each group.
Groups
Group 1
max. 50 participants
Language: English
LMS: Moodle
Lecturers
Classes (iCal) - next class is marked with N
Tutorial on December 12, 2024 01.15 pm - 02.45 pm in HS 17, OMP1, 2nd floor
- Monday 07.10. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 14.10. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 18.10. 08:00 - 09:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 21.10. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 28.10. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 04.11. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 11.11. 08:00 - 09:30 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 18.11. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 25.11. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Monday 02.12. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 12.12. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
- Friday 10.01. 08:00 - 09:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 13.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 17.01. 08:00 - 09:30 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 20.01. 08:00 - 09:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Aims, contents and method of the course
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.Asset Pricing I provides a unified framework of classical asset pricing theories, according to which individual securities are priced in general market equilibrium taking into account all feedback effects (from other securities). Hence, it provides the foundations of the concept of the market price of risk as well as an understanding of the limits of the equilibrium concept as a basis of understanding financial crises, developed in more detail in Asset Pricing II.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.
Assessment and permitted materials
Participation is MANDATORY.Written (final, homework, quizzes) and oral (presentations, active participation)The final will carry 45 points, homework and exercises will carry 25 points, and class participation and quizzes will carry the remaining 30 points.
Minimum requirements and assessment criteria
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.
Examination topics
Material presented in class as well as mandatory reading, exercises and student presentations.
Reading list
Basic Reading:
• Cochrane, J.: Asset Pricing, Princeton University Press, 2nd revised edition, 2005.
• Hens, T. and M.O. Rieger: Financial Economics, Springer, 2010.More literature will be made available on Moodle.
• Cochrane, J.: Asset Pricing, Princeton University Press, 2nd revised edition, 2005.
• Hens, T. and M.O. Rieger: Financial Economics, Springer, 2010.More literature will be made available on Moodle.
Group 2
max. 50 participants
Language: English
LMS: Moodle
Lecturers
Classes (iCal) - next class is marked with N
- Monday 07.10. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 14.10. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 21.10. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 28.10. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 04.11. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 11.11. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 18.11. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 25.11. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 02.12. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 09.12. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 16.12. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 13.01. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
- Monday 20.01. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
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Monday
27.01.
13:15 - 14:45
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Aims, contents and method of the course
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.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.
Assessment and permitted materials
The final will carry 45 points.The remaining points are allocated as follows:
20 Problem Sets
5 Oral Class Participation
30 Quizzes
20 Problem Sets
5 Oral Class Participation
30 Quizzes
Minimum requirements and assessment criteria
Prior participation of the preparatory course Basics of Finance is highly recommended.For passing the course at least 50 points are required as well as a minimum of 20 points in the final exam.
Examination topics
Presentations of the lecturer including presentation slides, student presentations, reading list
Reading list
Available on Moodle
Association in the course directory
Last modified: Fr 22.11.2024 12:25