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BE-415-1 Investments

Master's Programme in Business Administration , Master's Programme in Business Administration (5-years)

Autumn

Norwegian

After taking the course the students should be able to: give an overview of different financial assets and their risk-reward characteristic understand the capital allocation between the risky and risk-free assets master portfolio mathematics explain how to construct the optimal portfolio use effectively the implications of the Capital Asset Pricing Model compute prices of bonds and stocks understand and compute different bond yields and the forward rates understand option pricing theory and valuation

This course provides students with a fundamental understanding of the financial markets and the investment process. We will review the different financial assets available to the portfolio manager, the markets in which they trade, their risk-reward characteristic and the models to value these assets. The topics to be studied include risk and return, portfolio theory, mean-variance analysis, market equilibrium and efficiency. We will study the valuation of stocks, bonds, options and discuss the term structure of interest rates.

Lectures and group work, 4-5 hours a week.

Passing grade on written assignments prior to exam. Further information will be given in Fronter.

4-hour written examination. Differentiated grades.

Theoretical

Graduate

Normally fourth year

Head of Department Andrè Tofteland

Face-to-face

The syllabus will be published on the home page of the course when finalised. See link in the upper right hand corner of the page.

BE-405- 1 - 7.5 ECTS credits
BE-405- 2 - 7.5 ECTS credits

No

Faculty of Economics and Social Sciences

ECTS Course Catalogue University of Agder 2009-10
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Norwegian Version