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, 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

Institute

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.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

Language

German