Financial Economics (L1095)
Financial Economics
Module L1095
Module details for 2019/20.
15 credits
FHEQ Level 6
Module Outline
This module is intended to provide students with an advanced perspective on the microeconomic principles underlying financial markets and financial decision-making. The theory will be motivated by real world illustrations from financial markets. By the end of the module, students will have learnt key concepts such as risk and return, asset pricing, asset allocation, portfolio optimization, financial market equilibrium, efficient market hypothesis, arbitrage pricing and pricing of options & futures, and how these can be used to understand investment decisions, and trends in financial markets.
Microeconomics, basic calculus, and statistics are pre-requisites. Use of a spread-sheet package such as MS-Excel will be essential in solving problem sets and to gain familiarity with analytical techniques in valuation and portfolio optimization.
Module learning outcomes
Have demonstrated a systematic understanding of the field of Financial Economics.
Have demonstrated a systematic understanding of those principles at the forefront of financial economics as they relate to problems and issues in financial markets.
Be able to use the power of abstraction to focus upon the essential features of a problem in financial economics and to provide a systematic framework for the coherent and evaluation of the effects of policy or other exogenous events.
Analyse a financial economics problem or issue using an appropriate theoretical framework, recognise its limitations and appreciate uncertainties around such analyses.
| Type | Timing | Weighting |
|---|---|---|
| Computer Based Exam | Semester 2 Assessment | 80.00% |
| Coursework | 20.00% | |
| Coursework components. Weighted as shown below. | ||
| Problem Set | T2 Week 9 | 100.00% |
Timing
Submission deadlines may vary for different types of assignment/groups of students.
Weighting
Coursework components (if listed) total 100% of the overall coursework weighting value.
| Term | Method | Duration | Week pattern |
|---|---|---|---|
| Spring Semester | Seminar | 1 hour | 01111111111 |
| Spring Semester | Lecture | 2 hours | 11111111111 |
How to read the week pattern
The numbers indicate the weeks of the term and how many events take place each week.
Dr Myrna Hennequin
Convenor, Assess convenor
https://www.sussex.ac.uk/profiles/517963
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