Syllabus

Title
6076 Financial Institutions and Markets: Financial Fragility
Instructors
Univ.Prof. Alexander Mürmann, Ph.D., Prof.Dr. Itay Goldstein
Contact details
office@gsf.ac.at
Type
PI
Weekly hours
2
Language of instruction
Englisch
Registration
02/06/18 to 02/28/18
Registration via LPIS
Notes to the course
This class is only offered in summer semesters.
Subject(s) Doctoral/PhD Programs
Asset Pricing
Methodology and Theory
Dates
Day Date Time Room
Monday 06/25/18 09:00 AM - 01:00 PM D4.4.008
Tuesday 06/26/18 09:00 AM - 01:00 PM D4.4.008
Thursday 06/28/18 09:00 AM - 01:00 PM D4.4.008
Monday 07/02/18 09:00 AM - 01:00 PM D4.4.008
Tuesday 07/03/18 09:00 AM - 01:00 PM D4.4.008
Wednesday 07/04/18 09:00 AM - 01:00 PM D4.4.008

On this page:

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Contents
Lecture Notes
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Learning outcomes

The students acquire a basic knowledge in asset pricing.

Overview of the topics to be covered:


- Market Efficiency, State Prices and Arbitrage
- Equilibrium in a Single-Period Model
- CAPM, APT and Linear Factor Models: Theory and Evidence
- Multi-period Models: Consumption-Based Models

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Teaching/learning method(s)
Whiteboard, open discussions, presentations by students.
Lecture notes are available.
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Assessment
tba
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Recommended previous knowledge and skills
The course is primarily designed for Ph.D. students, and assumes knowledge of (at least)
undergraduate level macroeconomics, microeconomics, statistics and mathematics.
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Availability of lecturer(s)
email
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Other
Grades are based on the (quality of) solution of exercises, presentations, and a final written test.
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Additional (blank) field
You have to sign in additionally via email!
Last edited: 2017-11-20



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