Bachelor 2025/2026

Asset Pricing and Financial Markets

Type: Elective course (Data Science and Business Analytics)

Delivered by: Big Data and Information Retrieval School

When: 4 year, 1-3 module

Open to: students of one campus

Language: English

Contact hours: 96

Course Syllabus

Abstract

This course is aimed at students who wish to understand how financial markets work and how securities are priced. Using present value techniques, it gives a theoretical treatment of bond and stock valuation including portfolio theory and a development of the Capital Asset Pricing Model. The concept of financial market efficiency is introduced, and evidence for efficiency evaluated. Finally, there is a presentation of derivative pricing using absence of arbitrage arguments. The course is based on lectures, seminars, team work and self-study. “Asset pricing and Financial markets” is a two-semester course.