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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024
UPOZORNĚNÍ: Jsou dostupné studijní plány pro následující akademický rok.

Microeconomics

The course is not on the list Without time-table
Code Completion Credits Range Language
16MI2 Z,ZK 4 0P+2C Czech
Garant předmětu:
Lecturer:
Tutor:
Supervisor:
Institute of Management Studies
Synopsis:

The course introduces the analysis of the financial markets at the intermediate level.

Requirements:

To be admitted to the exam the student needs to obtain at least 50 % of the total score given by two tests during the semestre. The exam is based on a single test and a successful student receives at least 50 % of the total score.

Syllabus of lectures:

Intertemporal choice.

Decision-making under risk.

CCAPM and the equity premium.

Efficient frontier.

Time structure of the interest rates.

Risk premium on the debt market.

Options.

Syllabus of tutorials:
Study Objective:

The goal of the course is to acquaint the students with the more advanced tools of microeconomic analysis and their application on the problems of financial markets at the intermediate level.

Study materials:

Cochrane, J.H.: Asset Pricing, 2005.

Cuthbertson, K., Nitzsche, D.: Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange, 2004.

Pošta, V.: Mikroekonomie pro navazující magisterské studium na MÚVS ČVUT, 2015 (free access)

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2024-03-27
Aktualizace výše uvedených informací naleznete na adrese https://bilakniha.cvut.cz/en/predmet4493206.html