| Ingles |
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Educational guide | |||||||||||||||||||||
| IDENTIFYING DATA | 2023_24 | |||||||||||||||||||||
| Subject | FINANCIAL MARKETS | Code | 01728209 | |||||||||||||||||||
| Study programme | ||||||||||||||||||||||
| Descriptors | Credit. | Type | Year | Period | ||||||||||||||||||
| 3 | Compulsory | Second | ||||||||||||||||||||
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| General description | ||||||||||||||||||||||
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| Competencies |
| Type A | Code | Competences Specific |
| Type B | Code | Competences Transversal |
| Type C | Code | Competences Nuclear |
| C1 | ||
| C2 | ||
| C3 |
| Learning aims |
| Competences | |||
| The student knows and understands the theoretical aspects of the subject. | A14653 A14664 A14675 A14686 A14697 A14797 |
B3994 B4017 |
C2 |
| The student is able to identify and get the required data for the application of methods and procedures with real-world data in practical exercises and assignments. | A14653 A14675 |
B3990 B3993 B3995 B4018 |
C1 |
| The student applies the methods properly with real-world data in practical exercises and assignments | A14653 A14675 A14686 A14697 |
B3990 B3993 B4018 B4019 |
C1 |
| The student uses the economical reasoning in the interpretation of results in practical exercises and assignments with real-world data. | A14653 A14664 A14675 A14686 A14697 |
B3988 B3989 B3990 |
C2 C3 |
| The student attends and takes an active part in discussions and activities made during the class. | A14653 A14664 A14675 A14686 A14697 |
B3988 B3990 B3991 B4018 |
C1 C2 |
| Contents |
| Topic | Sub-topic |
| Financial markets and asset pricing | 1. Portfolio Theory |
| Financial markets and asset pricing | 2. Asset-Pricing Theory |
| Financial markets and asset pricing | 3. Market Efficiency |
| Financial markets and asset pricing | 4. Equity Valuation |
| Financial markets and asset pricing | 5. Fixed Income Pricing |
| Financial markets and asset pricing | 6. Derivative Securities |
| Planning |
| Methodologies :: Tests | |||||||||
| Class hours | Hours outside the classroom | Total hours | |||||||
| Problem solving, classroom exercises | 6 | 6 | 12 | ||||||
| Practicals using information and communication technologies (ICTs) in computer rooms | 11 | 11 | 22 | ||||||
| Case study | 2 | 12 | 14 | ||||||
| Lecture | 11 | 11 | 22 | ||||||
| Objective multiple-choice tests | 2 | 3 | 5 | ||||||
| (*)The information in the planning table is for guidance only and does not take into account the heterogeneity of the students. | |||||||||
| Methodologies |
| Description | |
| Problem solving, classroom exercises | Formulation, analysis, resolution and debate of a problem or exercise related to the topic of the subject. |
| Practicals using information and communication technologies (ICTs) in computer rooms | Individual work to solve the assigned cases, applying theoretical and practical knowledge adquired during the classes. Reporting on students’ results. |
| Case study | Gathering of real information to be applied in the cases. Selection and elaboration of that information. |
| Lecture | Interactive lectures, to communicate core material and to deal with central concepts and models. |
| Personalized attention |
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| Assessment |
| Description | Qualification | ||
| Practicals using information and communication technologies (ICTs) in computer rooms | Practical exercises and assignments | 20% | |
| Case study | Practical exercises and assignments | 20% | |
| Objective multiple-choice tests | Exam | 50% | |
| Others | Attendance and participation | 10% | |
| Other comments and second call | |||
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Second Call: A written exam, containing theoretical and practical questions, which maximum score will be 5 points. Practical works and exercises will obtain a maximum score of 4 points, and the student will hand in the ones failed for the first call. For the remaining 1 point, the score obtained during the first call is maintained. Extra Exam Session in December or Academic years without classes: A written exam, containing theoretical questions (5 points) and practical exercises (5 points) similar to those performed in class during the previous academic year. The holding and use of mobile phones and/or electronic devices is strictly forbidden during the exams. The holding of unauthorised class notes, books, portfolios, mobile and/or electronic devices, etc. during the exams will mean the immediate withdrawal of the exam, the expulsion of the student, and the qualification of the exam with a failing grade. |
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| Sources of information |
| Access to Recommended Bibliography in the Catalog ULE |
| Basic |
Bodie, Z., Kane, A., and Marcus, A.J., Essentials of Investments, McGraw-Hill. , 2017 |
| Complementary |
Penman, S.H. , Accounting for Value, Columbia Business School, 2011
Cochrane, J.H., Asset Pricing, Princeton University Press, 2005
Jordan, B.D., Westerfield, R.W. and Ross, S.A., Corporate Finance Essentials , Irwing, 2011
Cochrane, J. H. , Financial Markets and the Real Economy, Edward Elgar Publishing, 2006
Constantinides, G.M., Harris, M. and Stulz, R.M., Handbook of the Economics of Finance Volume 1B: Financial Markets and Asset Pricing, Elsevier, 2003
Elton, E.J. Gruber, M.J., Brown, S.J. and Goetzmann, W.N. , Modern Portfolio theory and Investment Analysis, Wiley, 2010
Poitras, G. , Security Analysis and Investment Strategy, Blackwell, 2005
Campbell, J.Y., Lo, A.W., and MacKinlay, A.C. , The Econometrics of Financial Markets, Princeton University Press, 1997 |
| Recommendations |
| Subjects that it is recommended to have taken before | ||
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