Finance II - Period 2

In this course you will learn about modelling of financial risks and financial derivatives. 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 construct portfolios on the basis of mean-variance optimization and 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.

Contact hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.