4208074: Financial Economics and Markets

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Semester:WS 16/17
Lektionen / Semester:49.0 L / 37.0 h
Selbststudium:143.2 h



Masterstudium Banking and Financial Management (01.10.2008)
Masterstudium Finance (01.09.2015)


  • Introduction to Financial Markets
  • Interest rates and bond prices
  • The structure of interest rates
  • Market efficiency
  • Monetary policy
  • Money markets
  • Bond markets
  • Mortgage markets
  • Derivative markets
  • Introduction to Financial Economics
  • Expected utility, Mean-variance and Prospect theory
  • Ambiguity
  • Capital Asset Pricing Model
  • Behavioral CAPM
  • Basic two-period models
  • Arbitrage Pricing Theory


After the completion of the module the students know how the most important financial markets work and which instruments are traded on them. They know and are able to use in examples the groundwork of decision theory and asset pricing models. An insight into behavioural aspects is approached


> know how interest rates and bond prices are related and influence each other
> know different structures and theories of interest rates
> are able to explain what market efficiency is and know evidence for different stages
> can explain how monetary policy is used to influence financial markets
> know the dynamics of money, bond, derivatives and mortgage markets
> are able to use all classic decision theories to solve exemplary problems
> know the assumptions underlying each decision model
> understand what ambiguity is and how it influences decisions
> understand and are able to use different pricing models on basic exemplary problems



Written exam (120 minutes)


13.09.201609:00 - 12:15H4
15.09.201609:00 - 12:15H4
20.09.201609:00 - 12:15H4
22.09.201609:00 - 12:15H4
27.09.201613:15 - 17:15H4
29.09.201609:00 - 12:15H4
06.10.201609:00 - 12:15H4
07.10.201613:00 - 16:15H2
13.10.201609:00 - 12:15H4
20.10.201609:00 - 12:15H4
27.10.201609:00 - 12:15H4
10.11.201609:00 - 12:15H4
02.12.201609:00 - 12:00H4


  • PWW-MA_Financial Economics and Markets (WS 16/17, bewertet)
  • PWW-MA_Financial Economics and Markets (SS 17, bewertet)