Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Asset Pricing
Course Number:
E_IBK3_AP
Course Description:
In this course you will learn about asset pricing, which explores the factors that determine the prices and returns of financial assets. In the first part of the course, the central concept is the relationship between risk and return of financial assets. The goal is to gain insights into the risks associated with financial portfolios and investments and to be able to calculate/estimate such risks. Furthermore, another goal is to learn how to benefit from diversification possibilities. Finally, you will also learn how to compute expected returns on investments and the cost of capital on the basis of the Capital Asset Pricing Model and multifactor models. (Academic and Research Skills, Bridging Theory and Practice - Application) In the second part of the course, the goal is to gain deeper insight into risk management by analyzing Value-at-Risk, duration-based strategies and risk management based off derivatives such as futures and forwards.
Language:
English
Approved Equivalent:
Pending For Approval
Attachment Files:
Studyguide (8)_12.pdf
