Laajuus: 6
Aikataulu: 09.04.2019 - 29.05.2019
Vastuuopettaja (voimassa 01.08.2018-31.07.2020):
Professor Matti Suominen
Opetusperiodi (voimassa 01.08.2018-31.07.2020):
V (2018-2019, spring 2019) Otaniemi campus
Not lectured 2019-2020
Osaamistavoitteet (voimassa 01.08.2018-31.07.2020):
By the end of the course the students will be able show detailed understanding of asset pricing models and the theory of financial markets under perfect and under imperfect information.
Sisältö (voimassa 01.08.2018-31.07.2020):
Financial markets under perfect information: risk aversion and portfolio choice. Dynamic hedging and pricing of redundant assets. Financial markets under imperfect information: supply and demand for risky assets under imperfect information. Liquidity provision in financial markets. The course looks at the modern theory of financial markets and the empirical evidence related to the phenomena discussed.
Toteutus, työmuodot ja arvosteluperusteet (voimassa 01.08.2018-31.07.2020):
1. Lectures 24 h, Professor Matti Suominen
2. Exercises
3. Final exam (100%), or alternatively an extensive individual project
Työmäärä toteutustavoittain (voimassa 01.08.2018-31.07.2020):
Lectures 24 h
Class preparation 48 h
Exercise preparation 50 h
Exam preparation 36 h
Exam 4 h
Oppimateriaali (voimassa 01.08.2018-31.07.2020):
Material provided by the lecturer
Kurssin kotisivu (voimassa 01.08.2018-31.07.2020):
MyCourses 28E00300 Advanced Investment Theory
Esitiedot (voimassa 01.08.2018-31.07.2020):
Investment Management
The course is an advanced level course for M.Sc. students.
Arvosteluasteikko (voimassa 01.08.2018-31.07.2020):
0-5
Ilmoittautuminen (voimassa 01.08.2018-31.07.2020):
Course registration via WebOodi. See the registration time in WebOodi. For any registration related matter, please contact the department study coordinator.
Lisätietoja (voimassa 01.08.2018-31.07.2020):
A maximum of 70 students can be accepted to the course.
- Students at Aalto Finance M.Sc. programme (i.e. who have graduated as B.Sc.) will be guaranteed a seat on Finance M.Sc. courses. Finance M.Sc. students re-taking the course (grade already registered in WebOodi) will not be prioritized and can participate only if there are places remaining.
- CEMS students are similarly guaranteed a seat for Finance M.Sc. courses, which have been designated as CEMS courses.
Remaining seats are prioritized as follows, in the order of registration in WebOodi within one category:
1. Finance M.Sc. exchange students from other universities
2. Aalto Finance B.Sc. students with a finished B.Sc. thesis (registered in transcript of records)
3. All other M.Sc. students
Please follow carefully the registration deadlines of the courses and exams! Missing registration deadline automatically foregoes a guaranteed seat for Finance M.Sc. courses and puts prospective student at the bottom of the prioritization list.
- Opettaja: Suominen Matti
- Opettaja: Vasudevan Ellapulli