esade

Asset Pricing (2235.YR.000617.1)

General information

Type:

OPT

Curs:

1,2,3,4

Period:

S semester

ECTS Credits:

4 ECTS

Teaching Staff:

Group Teacher Department Language
Year 1 Matthew Smith Economía, Finanzas y Contabilidad ENG

Group Teacher Department Language
Year 2 Matthew Smith Economía, Finanzas y Contabilidad ENG

Group Teacher Department Language
Year 3 Matthew Smith Economía, Finanzas y Contabilidad ENG

Group Teacher Department Language
Year 4 Matthew Smith Economía, Finanzas y Contabilidad ENG

Prerequisites

basic finance concepts, basic undergraduate mathematics, statistics and probability.

Previous Knowledge

basic finance concepts, basic undergraduate mathematics, statistics and probability.

Workload distribution

Lecture 60%
Independent work 40%

Course Learning Objectives

This course is an introduction to valuation techniques, introduces several asset pricing models and explores financial markets.

Methodology

The lectures combine theoretical explanations and its applications and implementations through in class exercises and examples.

Assessment criteria

The Final Valuation is determined according to: Exam, Class presentation + Participation

Bibliography

Basic Bibliography:
Hull, Options Futures and other derivatives

Additional Bibliography or Materials: Additional material, lecture notes and financial data will be given in class.

Timetable and sections

Group Teacher Department
Year 1 Matthew Smith Economía, Finanzas y Contabilidad

Timetable Year 1

From 2024/1/15 to 2024/1/26:
From Monday to Friday from 14:45 to 17:15.

Group Teacher Department
Year 2 Matthew Smith Economía, Finanzas y Contabilidad

Timetable Year 2

From 2024/1/15 to 2024/1/26:
From Monday to Friday from 14:45 to 17:15.

Group Teacher Department
Year 3 Matthew Smith Economía, Finanzas y Contabilidad

Timetable Year 3

From 2024/1/15 to 2024/1/26:
From Monday to Friday from 14:45 to 17:15.

Group Teacher Department
Year 4 Matthew Smith Economía, Finanzas y Contabilidad

Timetable Year 4

From 2024/1/15 to 2024/1/26:
From Monday to Friday from 14:45 to 17:15.