Advanced Finance I

Module code: ECOM175

Credits: 15.0
Semester: SEM2

Contact: Dr Vimal Balasubramaniam

This module provides an empirical treatment of major topics in asset pricing, including empirical methods, testing asset pricing models, alternative asset classes, portfolio construction, predictability of asset returns, financial econometrics of asset pricing, and financial derivatives. In addition, it will explore in detail some specific topics that are the subject of current research at the frontier in the above areas. A significant part of the course is based on the reading of original research papers.

Connected course(s): UDF DATA
Assessment: 100.0% Coursework
Level: 7