Semester:WS 16/17
Art:Modul
Sprache:Englisch
ECTS-Credits:6.0
Plansemester:1
Lektionen / Semester:63.0 L / 47.5 h
Selbststudium:132.5 h
Art:Modul
Sprache:Englisch
ECTS-Credits:6.0
Plansemester:1
Lektionen / Semester:63.0 L / 47.5 h
Selbststudium:132.5 h
Modulleitung/Dozierende
- Florian Schaller, MSc
(Modulleitung)
Studiengang
Masterstudium Finance (01.09.2015)Lehrveranstaltungen
Beschreibung
Empirical Finance will cover:
- Foundations of Modern Standard Capital Market Theory and Capital Asset Pricing Model
- Market Anomalies
- The Event Study Method
- Empirical Asset Pricing Tests
- Key concepts of experimental research approaches
- Testability of market and trader behavior
- Introduction to R (Syntax, program structure, programming concepts)
Kompetenzen
Lehrmethoden
Interactive lecture with exercises
Prüfungsmodalitäten
See lectures within the module.
Class participation in "Programming in Finance" is obligatory.