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2025/2026

Теория финансов

Статус: Маго-лего
Где читается: Банковский институт
Когда читается: 1, 2 модуль
Онлайн-часы: 20
Охват аудитории: для своего кампуса
Язык: английский
Контактные часы: 12

Course Syllabus

Abstract

The Theory of Finance course covers a wide-ranging subject of asset pricing, asset valuation, and asset risk measurement and management. Assets under consideration includes bonds, stocks, composite portfolios, and derivatives. Students will study well-established pricing approaches and fundamental principles that underpin them. The course is designed to ensure that students acquire core professional knowledge and competence to successfully pursue a career in the financial services industry. The content of the course corresponds to the CFA Level 1 exam.
Learning Objectives

Learning Objectives

  • 1) Develop financial analysis skills to make adequate judgment on asset pricing; identify asset mispricing; 2) Work with quantitative data to apply and test financial models; quantitatively demonstrate the impact of models’ assumptions and settings; 3) Blend disciplinary and interdisciplinary knowledge that strengthens students’ background for both professional practice and scholarly research.
Expected Learning Outcomes

Expected Learning Outcomes

  • - to obtain practical experience in applying and testing the validity of asset pricing models using real quantitative data; - to know how to use various information and data sources to analyze and process data for economic and financial estimations;
  • - apply basic financial models, understand their features and limitations; - to make efficient investment decisions in uncertainty; - to be able to identify economic problems when analyzing specific types of financial instruments, evaluate the expected results;
  • Build financial models, understand their underlying logic and application nuances
  • Assess challenges and advantages of the economic environment, propose an effective investment solution, and forecast the expected results;
  • Demonstrate critical thinking and problem-solving skills applicable to real-life finance practices.
Course Contents

Course Contents

  • Financial instruments, financial markets, and financial systems
  • Bond and Equity Pricing
  • Risk and Return; Portfolio Theory
  • Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT)
  • Empirical Multifactor Models; Forward and Futures Pricing
  • Option Pricing; Information and Market Efficiency
Assessment Elements

Assessment Elements

  • non-blocking Intermediate Test 1
  • non-blocking Intermediate Test 2
  • non-blocking Exam
Interim Assessment

Interim Assessment

  • 2025/2026 2nd module
    0.7 * Exam + 0.15 * Intermediate Test 1 + 0.15 * Intermediate Test 2
Bibliography

Bibliography

Recommended Core Bibliography

  • Richard Brealey, Stewart Myers, & Franklin Allen. (2020). ISE EBook Online Access for Principles of Corporate Finance: Vol. Thirteenth edition. McGraw-Hill Education.

Recommended Additional Bibliography

  • Alexander, G. J., Sharpe, W. F., & Bailey, J. V. (2012). Fundamentals of investments. Slovenia, Europe: Prentice Hall. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.C1BEBDC4

Authors

  • ELIZAROVA IRINA NIKOLAEVNA
  • ODINTSOVA ULYANA ALEKSANDROVNA
  • RODINA VIKTORIYA ALEKSEEVNA