Теория финансов

2026/2027

Статус: Маго-лего

Кто читает: Школа финансов

Где читается: Факультет экономических наук

Онлайн-часы: 8

Охват аудитории: для своего кампуса

Преподаватели: Дергунов Илья Евгеньевич, Пашков Егор Дмитриевич

Язык: русский

Кредиты: 3

Контактные часы: 40

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Аннотация

The aim of the course is to guide through the basic building blocks of classical finance and to discuss fundamentals of the capital markets theory in discrete time. The first lectures will be devoted to the bond markets. Then we will cover equity markets and pricing of the contingent claims. Afterwards we are going to consider mean-variance portfolio optimization, CAPM and APT models with empirical testing of those models.The course assumes a sound command of calculus, linear algebra (matrix manupulation and etc.) and optimization (method of Lagrange multipliers). These topics will be used and it is highly recommended that students refresh their knowledge about them. Multiple textbooks can be used to study for this course. References will be provided for each topic.

Цель освоения дисциплины

To introduce students with fundamentals of financial markets and theories of asset pricing
To familiarize students with various techniques for setting fair pricing and detecting arbitrage mispricing in bond and equity markets

Планируемые результаты обучения

Be able to apply basic financial models, understand their features and limitations
Be able to clearly articulate on most important finance issues in valuation of bonds and equities
Be able to justify conclusions using appropriate methodological and financial arguments with appropriate rigour
Be able to analyze and evaluate quantitative problems in finance
Gain an ability to understand, speak and write the language of financial economics and also become familiar with the most important theoretical models for asset pricing