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Regular version of the site
Bachelor 2025/2026

Asset Pricing and Financial Markets

Area of studies: Economics
When: 3 year, 1-4 module
Mode of studies: offline
Open to: students of one campus
Language: English
ECTS credits: 8

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.