Магистратура
2023/2024
Ценообразование активов и портфельная оптимизация: продвинутый анализ
Статус:
Курс обязательный (Финансовые рынки и финансовые институты)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Базовая кафедра инфраструктуры финансовых рынков
Где читается:
Факультет экономических наук
Когда читается:
2-й курс, 1, 2 модуль
Формат изучения:
без онлайн-курса
Охват аудитории:
для своего кампуса
Преподаватели:
Родина Виктория Алексеевна
Прогр. обучения:
Финансовые рынки и финансовые институты
Язык:
английский
Кредиты:
6
Контактные часы:
40
Course Syllabus
Abstract
The course provides an in-depth study of theoretical and research perspectives that are central to the area of asset pricing. Students will have an advanced acquaintance with the ideas, approaches, methods, and techniques conceived by the greatest names in finance theory. The emphasis is on blending theoretical underpinnings and real-life considerations. It is expected that, with the knowledge and insights obtained throughout the course, students will develop framework thinking regarding equilibrium pricing that will help them to formulate research questions, apply mathematical and statistical tools, and find solutions in the most coherent manner.
The course provides knowledge and insights at a postgraduate level to those students who intend to follow careers in the finance industry, as well as to those students who intend to pursue further research. Also, the course will be useful for prospective CFA level 1-3 test takers.
Learning Objectives
- To enhance students’ understanding of core concepts and core challenges of finance theory.
- To increase students’ proficiency in formulating and solving asset pricing questions by applying elaborate mathematical and statistical models.
- To improve students’ ability to blend disciplinary and interdisciplinary knowledge that strengthens students’ background for both professional practice and scholarly research.
Expected Learning Outcomes
- To review, in a comprehensive manner, the development of the general asset pricing paradigm; outline its strengths and weaknesses.
- To demonstrate critical thinking and problem-solving skills applicable to real-life finance practices.
- To clearly articulate on how the interplay of theory and practice drives the development of financial markets.
