Теория финансов

2026/2027

Статус: Маго-лего

Кто читает: Банковский институт

Где читается: Банковский институт

Онлайн-часы: 20

Охват аудитории: для своего кампуса

Преподаватели: Родина Виктория Алексеевна

Язык: русский

Кредиты: 6

Контактные часы: 12

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Аннотация

The Theory of Finance course covers a wide-ranging subject of asset pricing, asset valuation, and asset risk measurement and management. Assets under consideration includes bonds, stocks, composite portfolios, and derivatives. Students will study well-established pricing approaches and fundamental principles that underpin them. The course is designed to ensure that students acquire core professional knowledge and competence to successfully pursue a career in the financial services industry. The content of the course corresponds to the CFA Level 1 exam.

Цель освоения дисциплины

1) Develop financial analysis skills to make adequate judgment on asset pricing; identify asset mispricing; 2) Work with quantitative data to apply and test financial models; quantitatively demonstrate the impact of models’ assumptions and settings; 3) Blend disciplinary and interdisciplinary knowledge that strengthens students’ background for both professional practice and scholarly research.

Планируемые результаты обучения

- to obtain practical experience in applying and testing the validity of asset pricing models using real quantitative data; - to know how to use various information and data sources to analyze and process data for economic and financial estimations;
- apply basic financial models, understand their features and limitations; - to make efficient investment decisions in uncertainty; - to be able to identify economic problems when analyzing specific types of financial instruments, evaluate the expected results;
Build financial models, understand their underlying logic and application nuances
Assess challenges and advantages of the economic environment, propose an effective investment solution, and forecast the expected results;
Demonstrate critical thinking and problem-solving skills applicable to real-life finance practices.

Содержание учебной дисциплины

Introduction to financial markets
Essentials of financial calculations
Bond pricing
Equity pricing
Risk and return
Portfolio theory
Capital asset pricing model (CAPM)
Factor models and Arbitrage pricing theory (APT)
Empirical multifactor models
Forward and futures pricing
Option pricing
Information and market efficiency
Financial instruments, financial markets, and financial systems
Bond and Equity Pricing
Risk and Return; Portfolio Theory
Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT)
Empirical Multifactor Models; Forward and Futures Pricing
Option Pricing; Information and Market Efficiency

Элементы контроля

Test 1
Grades for Intermediate Test 1, Intermediate Test 2, and the Exam may be subject to downward adjustment if their respective arithmetic averages exceed the “good” grade at 7 out of 10. The downward adjustment is made using the standard normalization rule.
Test 2
Grades for Intermediate Test 1, Intermediate Test 2, and the Exam may be subject to downward adjustment if their respective arithmetic averages exceed the “good” grade at 7 out of 10. The downward adjustment is made using the standard normalization rule.
Exam
Grades for Intermediate Test 1, Intermediate Test 2, and the Exam may be subject to downward adjustment if their respective arithmetic averages exceed the “good” grade at 7 out of 10. The downward adjustment is made using the standard normalization rule.

Промежуточная аттестация

2026/2027 2nd module
0.15 * Exam + 0.7 * Test 2 + 0.15 * Test 1

Список литературы

Авторы

Кузюкова Юлия Игоревна
Родина Виктория Алексеевна
Елизарова Ирина Николаевна

Программа дисциплины