Universit├Ąt Wien FIND

Due to the COVID-19 pandemic, changes to courses and exams may be necessary at short notice (e.g. cancellation of on-site teaching and conversion to online exams). Register for courses/exams via u:space, find out about the current status on u:find and on the moodle learning platform.

Further information about on-site teaching and access tests can be found at https://studieren.univie.ac.at/en/info.

Module Exam

Master Exam International Business Administration (Financial Markets) (2018S)


Examination topics

Content of lectures
Principles of Finance
Empirical Finance

plus at least one of
Market Microstructure
Behavioral Finance
Fixed Income

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)

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

Last modified: Su 26.09.2021 00:43