ECN603 Asset Pricing

Aims/Description: This module will introduce you to the advanced principles of asset pricing in finance and the use of derivatives in risk management. You will gain knowledge of how important derivative assets are traded, the pricing models for important derivative assets, and the principles of hedging. This is an analytical module, which reflects the quantitative nature of the subject and in which each topic is developed from first principles. The module will cover both the theoretical foundations of asset pricing, the issues that arise in the practical use of these models and their limitations.

Staff Contact: NYGAARD KNUT

Teaching Methods: Lectures, Seminars, Independent Study

Assessment: Formal Exam

Information on the department responsible for this unit (Economics):

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Teaching timetable

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Teaching methods and assessment displayed on this page are indicative for 2023-24.