The module is focusing on portfolio selection and pricing models for financial assets, including Markowitz’ Nobel Prize-winning Portfolio Theory, methods of stock pricing such as CAPM and the APT model, the Nobel Prize-winning Black-Scholes-Merton option pricing model, and the Binomial Model. Furthermore, the module comprises introductory bond pricing (effective interest rates and the term structure of interest rates).
The module consists of lectures and exercises. The lectures consist of theoretical discussions and discussions about common applications and cases. During the exercises the students will be exposed to practical problems, which they shall solve by applying the theories introduced in the lectures.
The objective is that the student after the module possesses the necessary knowledge on:
The objective is that the student after the module possesses the necessary skills in:
The objective is that the student after the module possesses the necessary competences in:
For further information see §17.
|Name of exam||Financial Markets|
|Type of exam|
Written or oral exam
|Type of grading||Internal examination|
|Criteria of assessment||The criteria of assessment are stated in the Examination Policies and Procedures|
|Danish title||Finansielle markeder|
|Language of instruction||English|
|Location of the lecture||Campus Aalborg|
|Responsible for the module|
|Study Board||Study Board of Economics (cand.oecon)|
|Department||Aalborg University Business School|
|Faculty||Faculty of Social Sciences and Humanities|