Course - Capital Markets and Uncertainty - IF440
IF440 - Capital Markets and Uncertainty
About
Examination arrangement
Examination arrangement: School exam
Grade: Letter grades
Evaluation | Weighting | Duration | Grade deviation | Examination aids |
---|---|---|---|---|
School exam | 100/100 | 4 hours | D |
Course content
- Investment decisions
- Capital allocation
- Efficient Diversification
- Optimal portfolio choice under uncertainty
- Capital Asset Pricing Model (CAPM)
- Arbitrage Pricing Theory (APT)
- Behavioral Finance and Technical Analysis
- Efficient Market Hypothesis
- Socially Responsible Investment and Green Finance
Learning outcome
Knowledge
By the end of this course, the student shall:
- Know the core of modern portfolio theory and equilibrium in capital markets
- Know the core of basic models for capital markets and pricing of financial instruments under uncertainty
- Understand the efficient market hypothesis and its implications
- Know of key themes, opportunities, and challenges associated with leveraging finance to contribute to sustainable global development
Skills
By the end of this course, the student shall:
- Be capable of using basic models for analyzing portfolio choices and pricing of financial instruments
- Be able to analyze economic relationships where explicit assumptions about market uncertainty are central
- Be able to make judgements on the influence of risk and uncertainty on financial decisions
General competence
By the end of this course, the student shall be able to communicate with both specialists and the general public about:
- The implications of modern portfolio theory
- The implications of the efficient market hypothesis
- Fundamental ideas on how finance can contribute to sustainable global development
Learning methods and activities
Lectures, problem solving, assignments
Compulsory assignments
- 2 obligatoriske innleveringer
Further on evaluation
Supporting material allowed on exams: Approved calculator regarding NTNUs support material code B-D "specific basic calculator". Other calculators that are allowed in the course are: Casio FC-100V and Texas Instruments - BAII Plus.
Admission to study programme is required, see "special conditions".
Specific conditions
Admission to a programme of study is required:
Accounting and Auditing (MRR)
Economics (MSØK)
Economics (MSØK/5)
Economics and Business Administration (MSIVØK5)
Economics and Business Administration (ØAMSC)
Entrepreneurship (MENTRE)
Entrepreneurship (MSENTRE)
Financial Economics (MFINØK)
Industrial Economics and Technology Management (MTIØT)
International Business and Marketing (860MIB)
Required previous knowledge
None
Course materials
Textbook and readings will be announced when semester starts
Credit reductions
Course code | Reduction | From | To |
---|---|---|---|
BA440 | 7.5 | SPRING 2008 |
No
Version: A
Credits:
7.5 SP
Study level: Second degree level
Term no.: 1
Teaching semester: AUTUMN 2024
Language of instruction: English
Location: Trondheim
- Economics and Administration
Department with academic responsibility
NTNU Business School
Examination
Examination arrangement: School exam
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD School exam 100/100 D 2024-11-30 09:00 INSPERA
-
Room Building Number of candidates SL120 Sluppenvegen 14 1 SL410 orange sone Sluppenvegen 14 58 SL410 blå sone Sluppenvegen 14 29 - Summer UTS School exam 100/100 D INSPERA
-
Room Building Number of candidates
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"