Module Handbook

  • Dynamischer Default-Fachbereich geändert auf WIW

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

SWS 3V
CP, Effort 4.5 CP = 135 h
Position of the semester 1 Sem. in SuSe
Level [7] Master (Advanced)
Language [EN] English
Lecturers
Wenzelburger, Jan, Prof. Dr. (PROF | DEPT: WIW)
Area of study [WIW-FE] Macroeconomics
Additional informations
Livecycle-State [NORM] Active

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