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