Магистратура
2024/2025
Теория финансов
Статус:
Курс обязательный (Финансы)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Департамент финансов
Где читается:
Санкт-Петербургская школа экономики и менеджмента
Когда читается:
1-й курс, 1, 2 модуль
Формат изучения:
без онлайн-курса
Охват аудитории:
для своего кампуса
Прогр. обучения:
Финансы
Язык:
английский
Кредиты:
6
Course Syllabus
Abstract
This course serves as an introduction to both the theory and practice of modern financial theories and financial management, with a strong focus on capital markets, investments, and quantitative finance. It aims to provide students with a solid foundation or a revision of the key concepts and analytical tools essential for financial decision-making. The course comprises 28 hours of lectures and 28 hours of seminars. During the seminars, students will present individually or in small groups on contemporary research topics related to the financial system, the theory of in finance, and financial management. Presentations will be based on articles from leading economics and finance journals, with a list of suggested readings provided by the instructor for each topic.
Learning Objectives
- The primary objective of this foundational course in finance is to provide an overview of the essential theoretical concepts that are crucial for further studies in finance and their application within the scope of your master’s degree.
- Develop a strong understanding of finance theory and enhance decision-making skills across various areas of financial science.
- Gain practical skills in conducting empirical analysis in the field of finance.
Expected Learning Outcomes
- Gain knowledge about reliable sources of financial and business data.
- Understand the key characteristics of money and capital markets
- Learn the fundamentals of mean-variance portfolio composition
- Comprehend the Capital Asset Pricing Model (CAPM)
- Grasp the core concepts of pricing and hedging financial derivatives
- Understand the primary concepts related to counterparty credit risk
Course Contents
- Money market
- Capital fixed income market
- Stock market
- Derivatives market
- Mean-Variance Theory (Modern Portfolio Theory)
- Financial Decision theory
- The interest rate theory
- Introduction to financial crisis theory. Financial risk management
