Syllabus:

Financial Economics B6, 30 credits

The course is discontinued

Swedish name: Finansiell Ekonomi B6

This syllabus is valid: 2009-08-31 and until further notice

Course code: 2NE040

Credit points: 30

Education level: First cycle

Main Field of Study and progress level: Economics: First cycle, has less than 60 credits in first-cycle course/s as entry requirements

Grading scale: Pass with distinction, Pass, Fail

Responsible department: Department of Economics

Literature

Valid from: 2009 week 36

Modern portfolio theory and investment analysis
Elton Edwin J., Gruber Martin J., Brown Stephen J, Goetzmann William N
7. ed. : New York : John Wiley & Sons : 2007 : 728 s. :
ISBN: 978-0-470-05082-8
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Dougherty Christopher
Introduction to econometrics
2. ed. : Oxford : Oxford University Press : 2001 : 409 s. :
ISBN: 0-19-877643-8 (hft.)
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Hull John C.
Options, futures, and other derivatives
7. ed. : Upper Saddle River, N.J. : Pearson Prentice Hall : cop. 2009 : xxii, 822 s. :
ISBN: 978-0-13-601586-4 (inb.)
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Jorion Philippe
Value at risk : the new benchmark for managing financial risk
3. ed. : New York : McGraw-Hill : cop. 2007 : xvii, 602 s. :
http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html
ISBN: 0-07-146495-6 (inb.)
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