Ementorhub

What you'll learn

Understand the principles connected to investors' portfolio choices and the criteria that determine the prices of financial instruments

Understand the main functions performed by the financial markets

Analyzing how their introduction influences the households' savings choices and companies' investment in an economy without uncertainty

Skills you'll gain

Capital Markets

Securities (Finance)

Portfolio Management

Risk Modeling

Asset Management

Return On Investment

Risk Analysis

Derivatives

Financial Analysis

Time Series Analysis and Forecasting

Regression Analysis

Financial Market

Equities

Fixed Asset

Statistical Methods

Finance

Investments

Estimation

There are 5 modules in this course

Next, they will learn how to estimate empirically the risk-return relationship predicted by the Capital Asset Pricing Model. Students will also analyze two pricing models alternative to the CAPM. In the Arbitrage Pricing Theory, they will learn how to determine assets expected returns based on multiple risk factors and absence of arbitrage opportunities. In the Consumption Capital Asset Pricing Model, instead, they will learn how to solve the investors' joint consumption/investment decision problem and how to compute the equilibrium asset prices and expected returns in a dynamic pure exchange economy. Finally, the course concludes with a focus on the pricing of fixed income instruments.

Week 2 - Testing the Capital Asset Pricing Model (CAPM)

Week 3 - The Arbitrage Pricing Theory (APT)

Week 4 - The Consumption Capital Asset Pricing Model (CCAPM)

Week 5 - Bond Pricing