Course WIW-FE-DFM-K-7
Dynamics of Financial Markets (3V, 4.5 LP)
Course Type
SWS | Type | Course Form | CP (Effort) | Presence-Time / Self-Study | |
---|---|---|---|---|---|
3 | V | Lecture | 4.5 CP | 45 h | 90 h |
(3V) | 4.5 CP | 45 h | 90 h |
Basedata
Contents
Based on traditional concepts in finance, this module develops a dynamical-systems approach to financial markets that explains prices and allocations as the result of heterogeneous interacting agents.
Topics:
- Mean-Variance-Analysis (Efficient Portfolios, Two-Fund-Separation, CAPM model)
- Dynamic model of the financial market with heterogeneous agents
- Development of prices, portfolios and market shares in this model
- Option prices
Literature
Lecture notes
Requirements for attendance (informal)
None
Requirements for attendance (formal)
None
References to Course [WIW-FE-DFM-K-7]
Module | Name | Context | |
---|---|---|---|
[WIW-FE-DFM-M-7] | Dynamics of Financial Markets | P: Obligatory | 3V, 4.5 LP |