Financial Economics: Financial Instruments (Mathematical Economics and Econometrics program)

Mathematical Economics and Econometrics program elective course


This course provides both descriptive and quantitative introduction to financial markets and financial asset valuation. The objective is to equip students with fundamental analytical and quantitative skills necessary for understanding financial instruments. The main topics of the course are financial risk and return, portfolio theory, arbitrage, equilibrium asset pricing (CAPM), fixed income securities and linear derivative pricing.