| Overview |
- General valuation theories (Arbitrage-Theory, Law of One Price- and utility orientated valuation)
- Valuation of Derivatives
- Interest rate term structure theory
- Special valuation aspects (CAPM and APT)
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| Content |
Syllabus |
| Lecture Material |
Download page |
| Sample of old exams |
Download page |
| Examination |
- 120 minutes written modul exam at the end of the semester: Asset Pricing Theory/Capital Market Theory
- Admissible auxiliary material: non-programmable pocket calculator
- Structure of the exam
- 60 minutes Asset Pricing Theory and 60 minutes Capital Market Theory
- Each part 20 minutes verbal questions, 40 minutes computational tasks
- Computational tasks are taken from the Exercises, verbal questions from the Questions and Answers
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| Room and Time Slot |
- Winter semester
- Tuesday, 08.15-09.45
- Room: AA 209
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