4808083: C15 Empirical Finance

zurück zur Übersicht
Semester:WS 19/20
Art:Modul
Sprache:Englisch
ECTS-Credits:6.0
Plansemester:1
Lektionen / Semester:63.0 L / 47.5 h
Selbststudium:132.5 h

Modulleitung/Dozierende

Studiengang

Masterstudium Finance (01.09.2015)

Lehrveranstaltungen

Beschreibung

Empirical Finance will cover:

  • Foundations of Modern Standard Capital Market Theory and Capital Asset Pricing Model
  • Market Anomalies
  • The Event Study Method
  • Empirical Asset Pricing Tests
  • Key concepts of experimental research approaches
  • Testability of market and trader behavior
  • Introduction to R (Syntax, program structure, programming concepts)

Kompetenzen

Lehrmethoden

Interactive lecture with exercises

Prüfungsmodalitäten

See lectures within the module.
Class participation in "Programming in Finance" is obligatory.