Магистратура
2022/2023
Теория финансов
Статус:
Курс обязательный (Финансы)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Банковский институт
Где читается:
Банковский институт
Когда читается:
1-й курс, 1, 2 модуль
Формат изучения:
с онлайн-курсом
Онлайн-часы:
20
Охват аудитории:
для своего кампуса
Преподаватели:
Малышев Павел Юрьевич
Прогр. обучения:
Финансы
Язык:
английский
Кредиты:
6
Контактные часы:
12
Course Syllabus
Abstract
This course is designed to introduce to students the fundamental issues of the Theory of Finance. It is an in-depth study of what the fundamental properties of key financial instruments are and what techniques based on these properties for appropriate pricing and / or detecting mispricing have been suggested. In addition to a thorough insight into fundamental theoretical concepts the course covers some areas of related applied / quantitative research.
Two key types of financial instruments are studied throughout the course, bonds and equities. The course’s focus is on fundamental and advanced concepts as well as applications in asset pricing in bond and equity markets. It investigates into what are approaches to asset pricing when pay-offs are certain (fixed claims) and when pay-offs are uncertain (state contingent claims).
The course provides essential knowledge and competence at a postgraduate level to those students who intend to follow careers in applied or quantitative finance, as well as to those students who intend to pursue further research. It would be beneficial for perspective CFA level 2&3 test takers as well.