Кто читает:: Департамент финансов

Статус:: Курс обязательный

Когда читается:: 2-й курс, 1 модуль

Преподаватели

Далал Адель

Рогова Елена Моисеевна

Романюк Кирилл Андреевич

Full Syllabus

Abstract

It is an introductory course to the theory of finance. The course starts with discussing the basics terms such as the cashflows, NPV, and progresses towards more advanced topics. It also discusses empirical puzzles and practical applications of the financial concepts. After mastering this course, the students will gain initial knowledge on the theory of finance and will be able to apply it in solving some simple real life problems.

Learning Objectives

To know theories of finance and their appropriate applications
To critically analyze the given problem and to derive comprehensive solutions for the given problem
To identify a problem and select appropriate models to solve it

Expected Learning Outcomes

To know basic financial concepts
To build financial models of the projects and firms
To identify appropriate models to address business problems

Course Contents

Introduction to Financial Markets and Institutions
Discounting & NPV
Valuation of Bonds
Introduction to Risk and Return Trade off
The Theory of Derivatives
Portfolio theory and CAPM
Market Efficiency

Assessment Elements

Group Project
Project may be held in form of either PPT on a given topic/case presented by a team of 5-6 students* during the seminar. *The number of students in a team depends on the number of students in a seminar group. This requirement is to be determined after the course starts. Forming of teams is each student's responsibility. Being unable to work in a team as required may be a reason to fail the assignment. The list of team members must be sent to the tutor one week before the presentation. Any changes in teams made after the deadline must be validated by a serious reason.
Final exam
The test is provided online in LMS testing platform. You should be online 5 minutes before the official start of the exam. The students must be online during the whole period of the exam (80 minutes). If a student faces technical problems during the exam, they should notify the teacher immediately by email with a screenshot affirming the state of the problem. Being unable to give a notice and explain the problem may result in the fail of the test.
Midterm exam
The test is provided online in LMS testing platform. You should be online 5 minutes before the official start of the exam. The students must be online during the whole period of the exam (80 minutes). If a student faces technical problems during the exam, they should notify the teacher immediately by email with a screenshot affirming the state of the problem. Being unable to give a notice and explain the problem may result in the fail of the test.

Interim Assessment

2021/2022 1st module
0.5 * Final exam + 0.3 * Midterm exam + 0.2 * Group Project

Bibliography

Recommended Additional Bibliography

MARKOWITZ, H. (1952). Portfolio Selection. Journal of Finance (Wiley-Blackwell), 7(1), 77–91. https://doi.org/10.2307/2975974

Бакалаврская программа «Экономика»

Контакты

Theory of Finance