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105.076
AKFVM Financial investment models
Canceled
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2008S
2006S
2008S, VO, 2.0h, 3.0EC
Properties
Semester hours: 2.0
Credits: 3.0
Type: VO Lecture
Aim of course
An introduction to financial investment models as e.g. the CAPM.
Subject of course
1. The Capital Asset Pricing model (CAPM) 2. CAPM and insurance companies 3. Portfolio-Performance
Additional information
Die Lehrveranstaltung wird voraussichtlich im Wintersemester 2007/08 abgehalten.
Bewertung der Lehrveranstaltung:
MeinProf.at
Lecturers
Predota, Martin
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 415 Actuarial Mathematics
Not specified
Literature
Copeland, T.E., Weston, J.F., Shastri, K., Financial Theory and Corporate Policy, International Edition, Addison Wesley, 2004 Danthine, J.P., Donaldson, J.B., Intermediate Financial Theory, Prentice Hall, 2002 Fischer, E.O., Finanzwirtschaft für Fortgeschrittene, Oldenbourg, 2003 Fischer, E.O., Keber, C., Maringer, D.G., Arbeitsbuch zur Finanzwirtschaft für Fortgeschrittene, 1999 Kruschwitz, L., Finanzierung und Investition, Oldenbourg, 2004 Luenberger, D.G., Investment Science, Oxford University Press, 1997 Poddig, T., Brinkmann, U., Seiler, K., Portfoliomanagement: Konzepte und Strategien, Uhlenbruch, 2005 Roman, St., Introduction to the mathematics of finance, Springer, 2004
Go to Course Materials
Language
German