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Asset Pricing - Period 4
Honors Program Program
Amsterdam, Netherlands
Dates: 1/30/25 - 6/27/25
Asset Pricing - Period 4
OVERVIEW
CEA CAPA Partner Institution: Vrije Universiteit Amsterdam
Location: Amsterdam, Netherlands
Primary Subject Area: Finance
Instruction in: English
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 3
Contact Hours: 84
Prerequisites: The course builds on concepts discussed in Finance I and uses methods that students have learned in Quantitative Research Methods I and II.
DESCRIPTION
In this course you will learn about financial risk, asset pricing and risk management.
In the first part of the course, the central concept is the relationship between risk and return of financial assets. The goal is to gain insights into the risks associated with financial portfolios and investments and to be able to calculate/estimate such risks. Furthermore, another goal is to learn how to benefit from diversification possibilities. Finally, you will also learn how to compute expected returns on investments and the cost of capital on the basis of the Capital Asset Pricing Model and multifactor models. (Academic and Research Skills, Bridging Theory and Practice - Application)
In the second part of the course, the goal is to gain deeper insight into risk management by analyzing Value-at-Risk, duration-based strategies and risk management based off derivatives such as futures and forwards. (Academic and Research Skills, Bridging Theory and Practice - Application). By accomplishing these learning goals, you will gain new academic and research skills and develop your professional knowledge in the area of financial risk and risk management.
In the first part of the course, the central concept is the relationship between risk and return of financial assets. The goal is to gain insights into the risks associated with financial portfolios and investments and to be able to calculate/estimate such risks. Furthermore, another goal is to learn how to benefit from diversification possibilities. Finally, you will also learn how to compute expected returns on investments and the cost of capital on the basis of the Capital Asset Pricing Model and multifactor models. (Academic and Research Skills, Bridging Theory and Practice - Application)
In the second part of the course, the goal is to gain deeper insight into risk management by analyzing Value-at-Risk, duration-based strategies and risk management based off derivatives such as futures and forwards. (Academic and Research Skills, Bridging Theory and Practice - Application). By accomplishing these learning goals, you will gain new academic and research skills and develop your professional knowledge in the area of financial risk and risk management.