2024/5 – MTHT6003A Financial Markets
Autumn Semester, Level 6 module
UCU: 20
Organiser: Dr Antony Jackson
(UG) MODULE - 40% PASS ON AGGREGATE
Module Type: Examination with Coursework or Project
Exam Period:SPR-02
BEFORE TAKING THIS MODULE YOU MUST TAKE CMP-5009A
This module gives a practical introduction to portfolio construction and asset pricing. Topics covered include the efficient markets hypothesis, modern portfolio theory, risk management, asset pricing and behavioural finance. You will learn how to test technical trading rules and build portfolio opportunity sets using the Python pandas package and construct portfolios using Excel’s nonlinear optimisation library. You will learn how to measure risk in asset and insurance portfolios and how to decompose risk into its systematic and diversifiable components using modern assert-pricing theory. Finally, you will learn how to analyse problems using recent advances in behavioural finance.