Vorlesungsverzeichnis kommentiert

Transcription

Frühjahrsemester 2015
09.01.2015 / BATCH_RDI
Seite 1
Wirtschaftswissenschaftliche Fakultät
Master International and Monetary Economics
MIME is a joint, specialized Master's degree offered by the Universities of Basel and Bern. It aims to help students acquire a strong
background and analytical expertise in monetary economics, macroeconomics and international macroeconomics. MIME graduates are
trained to take positions requiring analytical skills and macroeconomic knowledge, such as those found in banks, monetary and fiscal
authorities, general government, international companies and organizations, research institutes and doctoral programs.
More detailed information can be found here:
http://wwz.unibas.ch/studium/studiengaenge/master/spezialisiert/
Studienfachberatung:
Student Advisory Service:
Beat Spirig and Jenny Klaus, E-Mail: mime-wwz-at-unibas.ch, Tel. 061 267 33 65, office hours mo 9-11 or on appointment
Grundlagenmodul: Advanced Topics in Economics
40105-01 Vorlesung: Advanced Macroeconomics and Finance
Dozierende
Zeit
Beginndatum
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Angebotsmuster
Anbietende Organisationseinheit
Module
Inhalt
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Leistungsüberprüfung
Skala
Wiederholungsprüfung
An-/Abmeldung
Wiederholtes Belegen
Präsenz/E-Learning
Unterrichtssprache
Anmeldung zur Lehrveranstaltung
6 KP
Oliver Landmann
Heinz Zimmermann
Mi 08:15-10:00 Vesalianum - Nebengebäude, Grosser Hörsaal (EO.16)
Mi 12:15-14:00 Vesalianum - Nebengebäude, Grosser Hörsaal (EO.16)
18.02.2015
wöchentlich
Jedes Frühjahrsem.
Abteilung Finanzmarkttheorie
Modul Ausgewählte Themen aus Ökonomie und Rechtswissenschaft (Master
Actuarial Science 09)
Modul Methoden der Wirtschaftswissenschaften (Master European Global Studies
15)
Modul Wirtschaftswissenschaftliche Grundlagen der Europäischen Integration
(Master European Studies 07)
Modul Internationales Zusatzwissen (Master European Studies 07)
Grundlagenmodul: Advanced Topics in Economics (Master International & Monetary
Econ. 09)
Modul Kernbereich Wirtschaftswissenschaften für Fortgeschrittene (Master
Sustainable Development 10)
Kernmodul VWL (Master Wirtschaftswissenschaften 08) (Pflicht)
Content: Finance
The lecture provides an overview on some of the key topics oft he theory of finance:
1) Capital market under certainty: Consumption, investment and growth 2) Capital
market under uncertainty: Diversification and state valuation 3) Risk premiums and
asset pricing 4) Corporate finance: Capital structure and cost of capital 5) Corporate
finance: Asymmetric information
https://adam.unibas.ch/
Semesterendprüfung
1-6 0,1
keine Wiederholungsprüfung
Belegen via MOnA innerhalb der Belegfrist
beliebig wiederholbar
kein spezifischer Einsatz
Englisch
Registration: Please enrol in MOnA. EUCOR-Students and Exchange-Students have to
enrol at the students administration office ([email protected]) within the official
enrolment period. Enrolment = Registration for the exam!
Kernmodul: Core Areas in Monetary Economics
33685-01 Vorlesung: Experimental Macroeconomics
Dozierende
Zeit
Gabriele Camera
22.-26.6.2015 14.15-17.00, 8.7.2015, 8.15-18.00 in room S13, economcis
department#
3 KP
Beginndatum
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Hinweise zur Leistungsüberprüfung
09.01.2015 / BATCH_RDI
Seite 2
22.06.2015
wöchentlich
Jedes Frühjahrsem.
Abteilung Monetäre Makroökonomik
Kernmodul: Core Areas in Monetary Economics (Master International & Monetary
Econ. 09)
Modul Wahlbereich (Master Wirtschaftswissenschaften 08)
There are three main goals:
1. To learn basic techniques used in modeling decentralized macroeconomic trading
environments;
2. To understand how to design experiments based on these decentralized trading
models.
3. To study applications to monetary economics.
At the end of the course students will possess a set of tools sufficient to read
critically the literature and to
engage independent research in the field of monetary theory and experimental
economics.
Content: This course is intended for students who are considering doing theoretical or
empirical research focused
on macroeconomics, monetary economics and finance. We will study decentralized
trading environments
in which exchange is impersonal in the sense that agents may not know each other
and may not trust each
other. These are environments in which trade is subject to frictions and so it is not
easily accomplished
without some basic financial institutions. Models of this type have been adopted to
study a wide variety
of topics in economics, including labor, IO, monetary economics, and finance. The
focus in this class will
be primarily on applications to monetary economics, but there are many other
applications (e.g.,
cooperation in society, collusion in repeated games, etc.). The experimental segment
will emphasize the
study of behavioral aspects of monetary systems.
Technically, we will apply dynamic programming techniques and techniques from the
theory of repeated
games to study equilibrium outcomes in environments characterized by informational
asymmetries, lack
of commitment and/or formal enforcement institutions. The center of attention will be
a class of models
known as matching models. The course will provide the students with the necessary
tools, technical and
conceptual, to understand this area of research. We will especially consider the
following issues:
1. Supporting intertemporal trade without formal institutions for enforcement and
punishment.
2. Endogenous emergence of monetary systems.
3. The design of experimental monetary economies.
Literature can be found in the syllabus on the website, here:
https://wwz.unibas.ch/makrooekonomie/lehre/abteilung/makrooekonomie/.
https://adam.unibas.ch
Semesterendprüfung
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Anmelden: Belegen; Abmelden: Studiendekanat
Grading:
Your grade will be based on: (1) a midterm on TBA July (Friday) and (2) a class
presentation of one
paper on TBA July. All presentations are in English and must be done in a team of two
persons. Each
team will have 30 minutes. You should send me your presentation slides before the
actual presentation.
You will be graded both on the form and the content of the presentation. I will assign
papers to each of
you unless you have some specific interests, in which case we should talk about what
paper you propose
to discuss. There is no required text but I will give you typed notes about what we will
Präsenz/E-Learning
Unterrichtssprache
09.01.2015 / BATCH_RDI
cover in class.
Any student who has a disability that may require some modification of seating,
testing or other class
requirements should see me after class or during office hours. Working with the Dean
of Students, I will
ensure that appropriate arrangements are made.
Englisch
Course registration: please enrol in MOnA; Eucor and exchange students enrol at the
Students Services at Petersplatz 1 within the registration deadline. Registration =
Admission to the exam. A deregistration is possible by email to
[email protected] till June, 24th, 2015, 24.00
23742-01 + Vorlesung: Transmission Mechanism of Monetary Policy
Dozierende
Zeit
Beginndatum
Intervall
Angebotsmuster
Module
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3 KP
Sylvia Kaufmann
6.3.2015 13:45-15:15, 20.3./27.3. 2015 and 10.4./17.4.2015 9:15-12:30, 13:30-15:00 in
room S12, Dep. of Law
06.03.2015
unregelmässig
Jedes Frühjahrsem.
Abteilung Monetäre Makroökonomik
Econ. 09)
Modul Wahlbereich (Master Wirtschaftswissenschaften 08)
Goals:
Learn about the main channels of monetary policy transmission, Discuss empirical
results/evidence
Summary: Monetary policy actions instantaneously impact as well on the level as on
the term structure of financial market interest rates. The gradually observable effects
on the real economy are triggered by substitution, income and wealth effects, which
initiate changes in consumption/savings and production/investment plans of economic
agents.
The course focusses on the main channels through which monetary policy initiates
these effects and thus can deploy its impact on the real economy. In particular, we
will discuss the interest rate, the credit, the cost and the risk-taking channel of
monetary policy transmission.
We derive and describe the propagation of monetary policy actions through these
channels within simplified versions of theoretical models. Empirical papers will be
discussed to assess the relevance of the various transmission channels and to
compare the evidence obtained for the US, the euro area and Switzerland.
TBA
http://szgerzensee.ch/kaufmann/teaching.htm
Semesterendprüfung
1-6 0,1
Written exam/partly oral presentation.
date of written exam:
Englisch
Prerequisites: Macro courses at BA's level. Desirable: Advanced Economic Theory.
Useful: Introduction to Econometrics (BA level) and Applied Econometrics (MSc level).
Application: Please enrol in MOnA. A deregistration is possible until March 27th, 2015
8pm with an Email to the "Studiendekanat" ([email protected]).
Dates (all classes in room S12, Department of Law):
6.3.2015 13:45-15:15
20.3./27.3. 2015 and 10.4./17.4.2015 9:15-12:30, 13:30-15:00
10645-01 + Vorlesung: Monetary Theory
Dozierende
Zeit
Beginndatum
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Module
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Literatur
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09.01.2015 / BATCH_RDI
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6 KP
Florian Madison
Oliver Sigrist
Do 14:15-18:00 Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG31
Exception: on march 26th in room S13, and on april 16th in Auditorium, Econ.
Department
05.03.2015
wöchentlich
Jedes Frühjahrsem.
Abteilung Wirtschaftstheorie
Econ. 09)
Vertiefungsmodul Monetary Economics and Financial Markets (Master
Wirtschaftswissenschaften 08)
Summary:
Liquidity crises, once again, are causing great concern. In this lecture, we will be
asking what function liquidity fulfills in a modern economy. We will be looking at the
kind of frictions that make money essential and consider the role of credit and
financial intermediation in the economy. On this basis, we will discuss various microand macroeconomic aspects of monetary theory and monetary policy.
Reading list:
The first part of the lecture is based on the book "Money, Payments, and Liquidity" by
Ed Nosal from the Federal Reserve Bank of Chicago
and Guillaume Rocheteau from the University of California-Irving (MIT-Press). The
book is available on Amazon or MIT-press. It is expected that the students acquire the
book.
The second part of the lecture is based on individual papers that will be available on
our web site.
Semesterendprüfung
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Presentation and written exam at end of term. Written exam:
Englisch
Prerequisites:
Completed BA in Business und Economics.
Assistent: Florian Madison and Mohammed Aït Lahcen
Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics
32934-01 Vorlesung: Advanced Computational Economics
Dozierende
Zeit
Beginndatum
Intervall
Angebotsmuster
Module
Lernziele
3 KP
Dietmar Maringer
Di 14:15-16:00 Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG37
Do 14:15-16:00 Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG37
This lecture is only taught in the second half of the term, beginning on April 14th
2015.
14.04.2015
wöchentlich
Jedes Frühjahrsem.
Abteilung Quantitative Methoden: Ökonometrie und Statistik
Modul Statistik und Computational Science (Master Actuarial Science 09)
Spezialisierungsmodul: Areas of Specialization in International and/or Monetary
Economics (Master International & Monetary Econ. 09)
Vertiefungsmodul Quantitative Methods (Master Wirtschaftswissenschaften 08)
Learning Goals:
Successful participants should be familiar with innovative numerical methods,
Inhalt
Literatur
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necessary to approach and solve quantitative problems in economics and business.
Also, they will improve their programming skills to implement economic /
management models and the necessary methods.
This course covers traditional and innovative computational methods for economics
and management. Topics include, but are not limited to
*) evolutionary computation and soft computing methods, with special emphasis on
heuristic optimization methods
*) advanced simulation, in particular agent-based models
*) advanced concepts in computational intelligence for economics and business
Literature:
to be announced
Semesterendprüfung
1-6 0,1
final exam + course work.
written exam:
Englisch
Prerequisites:
23525 Computational Economics
Course registration:
Register in MOnA; Eucor students and exchange students contact the Registrar's
Office at the Kollegiengebäude within the registration period. Registration =
Enrollment for exam. A deregistration is possible by email to
[email protected] till May, 7th, 2015, 24.00
10600-01 + Vorlesung: Advanced Asset Pricing
Dozierende
09.01.2015 / BATCH_RDI
6 KP
Jonas Gusset
Matthias Huss
Heinz Zimmermann
19.02.2015
wöchentlich
Jedes Frühjahrsem.
Vertiefungsmodul Monetary Economics and Financial Markets (Master
Understanding of advanced asset pricing models resp. capital market equilibrium:
theoretical foundations, representations, and major empirical testing approaches
Content:
Cross-sectional characteristics of asset returns; economic foundations/ intertemporal
models; factor pricing models; SDF pricing approach; analyzing pricing errors;
conditioning information and performance measurement
Exercise sessions are part of the lecture; Matlab is used (a short introduction will be
provided)
Literatur
Zimmermann (2014): Lecture Notes Asset Pricing (will be handed out)
Cochrane (2005): Asset pricing. Princeton University Press, revised edition
Ferson, W. (2003): Tests of multifactor pricing models, volatility bounds, and portfolio
performance, in: Handbook of the Economics of Finance, Edited by G.M.
Constantinides, M. Harris and R. Stulz, Elsevier
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Written exam:
Participation during the term is expected.
Präsenz/E-Learning
Unterrichtssprache
Englisch
Requirements:
Completed BA in Business und Economics. The following lectures are recommended:
Advanced Microeconomics, resp. Advanced Economic Theory, Finanzmarkttheorie 1
und 2 and basic knowledge in EViews
10625-01 + Vorlesung: Advanced International Trade
Dozierende
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Beginndatum
Intervall
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Inhalt
6 KP
Rolf Weder
Fr 10:15-12:00 Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG31
Exception: On May 8th the lecture is in room S6/S7 in the Faculty of Law
19.02.2015
wöchentlich
Jedes Frühjahrsem.
Abteilung Aussenwirtschaft und Europäische Integration
Modul Europäisierung und Globalisierung (Master European Global Studies 15)
Vertiefungsmodul Global Europe: Regional Integration and Global Flows (Master
European Global Studies 15)
Vertiefungsmodul Global Europe: Handel und Unternehmen in der Globalisierung
(Master European Global Studies 15)
Vertiefungsmodul International Trade, Growth and the Environment (Master
Learning objectives:
1. to know the scientific discussion in international trade and international business
regarding "Globalization" and "Outsourcing",
2. to understand the major contributions of the classical, neoclassical and new trade
theories, and how these insights are used in the current literature,
3. to get an understanding, how trade economists simplify international relationships
in order to analyze and answer the questions posed above,
4. to gain insight into the current research in international trade and business,
5. to get to know and be able to apply concepts which allow international companies
and international organizations to develop strategies which are important in practice.
Content: This course deals with the effects that arise from the globalization of
markets. We derive challenges for economic policy and strategic management of
international firms. International trade theory offers an excellent framework in this
respect. We deal with questions such as: "Who gains and who loses from selective
integration of markets?", "Which impacts arise from technological changes abroad and
at home?", "Why do multinational firms exist and what strategies should they follow in
different circumstances?", "How can we explain outsourcing and offshoring, what are
the effects, how can international firms react?".
The course not only provides answers to these questions, but also introduces the
concepts which current research in international trade is based on and constantly is
using. We present and discuss the fundamental contributions of the traditional and
new trade theory, also referring to current research in the field; research has always
been very dynamic in this field - theoretically and empirically. This requires that
textbooks, papers in scientific journals as well as working papers on the graduate
level are used in the course. One of the challenges of this course and of economics in
general is to constantly ask the question in which way the insight can be useful for
policy making and strategic management in companies.
Guestlectures by one of the leading figures in the theory of international trade- Prof.
Ronald W. Jones (University of Rochester, USA) - as well as members of the
governing board of international Swiss firms - Dr. Kuno Sommer and Dr. Tobias
Ursprung - will be integrated in the course.
Literatur
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We will rely on some of the chapters in Ronald W. Jones (2000), Globalization and
the Theory of Input Trade, MIT Press [RH 215.66] as well as Robert C. Feenstra
(2004), Advanced International Trade, Princeton University Press [RH 215.67]. Both
books are also available in the WWZ-Library (not lendable at the counter). Papers from
the scientific journals can easily be downloaded from ADAM network of the
University of Basle for students registered in the course.
Semesterendprüfung
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How to attain the learning objectives:
Students should read the required reading in advance of each session. Some of this
reading is very short. This reading has been reduced to the minimum. Problem sets
will be solved by the students and discussed in class. However, we will sometimes
go beyond this material and integrate further aspects into the lecture from the
additional reading or the list of bibliography found at the end of this outline. We
mention this list also as an aid for further reading and for writing a term paper for the
Seminar in International Economics or the Master's thesis.
Written exam:
Englisch
Prerequisites:
We expect that students have accomplished a BA degree focusing on business and
economics and that they have been confronted with a course in International Trade or
International Business on the BA level. If this is not the case, students will have to
devote supplementary time to go through some chapters of an undergraduate level
textbook, in addition to the material covered in this course. The most important
ingredient to the course is the interest of students in topics of globalization and
internationalization of firms.
Notes:
The lecture takes place on thursdays from 8.15 - 10.00 am and on fridays from
10.15-12.00 am in the room S15 in the Economics Department.
17691-01 Vorlesung: International Trade, Resources and the Environment
Dozierende
Zeit
09.01.2015 / BATCH_RDI
3 KP
M. Scott Taylor
The lecture takes place between April 20th and April 30th, daily from 8.15-10.00 am in
room S13 (exceptions 21st in Auditorium and 23rd in room S15 and 24th in room
S15).
20.04.2015
täglich
Jedes Frühjahrsem.
Abteilung Aussenwirtschaft und Europäische Integration
Vertiefungsmodul Global Europe: Umwelt und Nachhaltigkeit (Master European
Global Studies 15)
Vertiefungsmodul International Trade, Growth and the Environment (Master
see content
Content:
This course investigates the linkages between international trade and the
environment from both a theoretical and empirical viewpoint. It investigates the
theoretical links between international trade and sustainability in two ways by
studying the link between trade and resource use on the one hand and trade and
industrial pollution on the other. It then reviews the empirical
evidence linking trade to environmental outcomes using the theory as a guide to
evaluate and critique the literature.
Literature:
Much of the lecture material will be drawn from "Trade and the Environment: Theory
and Evidence" Princeton University Press 2003 (by Brian Copeland and M. Scott
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Taylor) and a set of related articles.
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Notes for the Assessment:
There will be one final exam and a paper requirement. The exam date will be
established in the first lecture. The paper should be a critical analysis of a scholarly or
popular article discussing some aspect of international trade#s impact on the
environment. The paper must use, at least implicitly, the tools and logic developed in
the course. It will be graded on a pass/fail basis.
Date of the written exam:
Englisch
Prerequisites:
Completed Bachelor in Business und Economics.
Recommended: Lectures in International Economics Theory, Policy and Resource
Economics
Registration:
Register in MOnA; Eucor students and exchange students contact the Registrar's
Office at the Kollegiengebäude within the registration period. Registration =
Enrollment for exam. You may unsubscribe by email to the Studiendekanat
([email protected]) until April 24th 8 pm.
The course is part of the "Guestprofessorships in Globalization - Internationalization of
the Economy", made possible by a number of institutions of the region of Basel. M.
Scott Taylor's professorship in the spring term 2014 is sponsored by the Freiwillige
Akademische Gesellschaft (FAG), Basel.
Exact dates:
20.04.15 Mon 08:15 - 10:00 in room S13, Econ. Department
21.04.15 Tue 08:15 - 10:00 in the Auditorium, Econ. Department
23.04.15 Thu 10:15 - 12:00 in room S14, Econ. Department
24.04.15 Fri 08:15 - 10:00 in room S15, Econ. Department
27.04.15 Mon 08:15 - 10:00 in room S13, Econ. Department
28.04.15 Tue 08:15 - 10:00 in room S13, Econ. Department
29.04.15 Wed 08:15 - 10:00 in room S13, Econ. Department
30.04.15 Fri 08:15 - 10:00 in room S13, Econ. Department
23525-01 Vorlesung: Computational Economics
Dozierende
Zeit
09.01.2015 / BATCH_RDI
3 KP
Dietmar Maringer
Di 14:15-16:00 Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG37
Do 14:15-16:00 Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG37
The lecture takes place only in the first half of the term, i.e. until 9th April 2015.
17.02.2015
wöchentlich
Jedes Frühjahrsem.
Learning Goals:
Successful participants should be familiar with numerical methods, necessary to
approach and solve quantitative problems in economics and business. Also, they will
acquire programming skills to implement economic / management models and the
necessary methods.
Summary:
This course covers traditional and innovative computational methods for economics
and management. Topics include, but are not limited to
- approximation and interpolation
- numerical differentiation and integration
- simulation methods, in particular Monte-Carlo simulation
- deterministic and selected non-deterministic optimization and search techniques
09.01.2015 / BATCH_RDI
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- basic concepts in computational intelligence
Literatur
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An-/Abmeldung
Präsenz/E-Learning
Unterrichtssprache
16036-01 + Vorlesung: Microeconometrics I
Dozierende
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An-/Abmeldung
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to be announced
Semesterendprüfung
1-6 0,1
final exam + course work.
written exam:
Englisch
3 KP
Christian Kleiber
Di 16:15-18:00 Wirtschaftswissenschaftliche Fakultät, Seminarraum S15 HG31
17.02.2015
wöchentlich
Jedes Frühjahrsem.
Vertiefungsmodul Marketing and Strategic Management (Master
Introductory econometrics courses mainly cover the linear regression model, which is
suitable for modelling response variables that may be considered as continuous.
However, there are many practical situations where data are naturally discrete, e.g.
binary, multinomial, or count data. The course will cover the classical nonlinear
regression models for such data. It will use the framework of generalized linear
models (GLMs), which provides a unified approach to models such as logit, probit and
Poisson regression. Inference will be likelihood based. Empirical illustrations may
include data from labor economics, health economics, or marketing, among further
sources. The course will make use of the R language for statistical computing and
graphics, hence basic knowledge of this software (including data import, running
regressions) is expected.
Literature:
R. Winkelmann und S. Boes: Analysis of Microdata, 2. Aufl. Springer 2009.
Cameron AC, Trivedi PK (2005): Microeconometrics, Cambridge Univ. Press.
Fahrmeir, L, Kneib T, Lang S, Marx B (2013): Regression -- Models, Methods and
Applications, Springer. [available in electronic form via the university library!]
https://wwz.unibas.ch/quantitative-methoden/lehre/abteilung/qm/
Semesterendprüfung
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Notes for the Assessment:
Written exam. In addition, there will be at least two assignments, for which students
may work in groups of two. Each assignment will account for 10% of the final grade.
Date of the written exam:
Englisch
Prerequisites:
Introduction to Econometrics (for students from other departments: regression
basics)
Advanced Econometrics (for students from other departments: a second course in
statistics, notably some likelihood inference)
10635-01 + Vorlesung: International Finance
Dozierende
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09.01.2015 / BATCH_RDI
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Course Registration: Register in MOnA; Eucor students and exchange students
contact the Registrar's Office at the Kollegiengebäude within the registration period.
Registration = Enrollment for exam.
3 KP
Peter Oertmann
Neue Termine: 3./4.Feb im S13 und 11./12. Februar 2015 jeweils 10.15-18.00 Uhr im
Raum S15, resp. am 12.2. im Auditorium, WWZ.
03.02.2015
unregelmässig
Jedes Frühjahrsem.
Vertiefungsmodul Finance, Controlling and Banking (Master
Es ist das Ziel, die Studierenden mit der internationalen Portfoliotheorie,
internationalen Anlagebewertungsmodellen und relevanten empirischen Studien über
die Risiken und Renditen von internationalen Anlageklassen vertraut zu machen sowie
Aspekte aus der Praxis des Asset Managements zu beleuchten. Sie können die
finanziellen Risiken, die sich aus der Investition auf internationalen Finanzmärkten
ergeben, einordnen und die gelernten Theorien auf verschiedene Bereiche anwenden.
Die jüngste Finanz- und Wirtschaftskrise hat die Auswirkungen der Globalisierung der
Finanzmärkte eindrucksvoll vor Augen geführt. Investoren müssen sich mit immer
komplexeren Risiken und Wirkungszusammenhängen an den Märkten
auseinandersetzen, wenn es darum geht, eine geeignete globale Anlagestrategie zu
definieren oder wirksame Konzepte der Portfoliobewirtschaftung auszuwählen. Die
einer Anlage- und Portfolioentscheidung zugrunde liegenden Marktparameter wie
Volatilitäten, Korrelationen und Risikoprämien weisen Instabilitäten und
Strukturbrüche auf, dievon Investoren durch die Anwendung von quantitativen
Modellen und Verfahren besser bewältigt werden können. Vor diesem Hintergrund
werden an das Management insbesondere von institutionellen Vermögen immer
höhere Anforderungen gestellt. Zahlreiche Produktinnovationen und technologischer
Fortschritt führen zu raschen Entwicklungen im Bereich der International Finance.
Nach einer Einführung in die Strukturen und die Funktionsweise der internationalen
Finanzmärkte werden Modelle behandelt, die zur Analyse von Risiken und zur
Bewertung von Anlagen in einem internationalen Rahmen verwendet werden können.
Die Diskussion empirischer Forschungsergebnisse sowie Beispiele aus der Praxis des
Asset Managements runden die Betrachtung der Vorlesungsthemen jeweils ab.
Zimmermann, H., Drobetz, W. und Oertmann, P. (2003): Global Asset Allocation: New
Methods and Applications, John Wiley & Sons, Inc.
Weitere Informationen werden in der Vorlesung bekanntgegeben.
Semesterendprüfung
1-6 0,1
An- und Abmelden: Dozierende
Schriftliche Klausur:
Deutsch
Abgeschlossener Bachelor in Wirtschaftswissenschaften
Vorlesung "Finanzmarkttheorie 1" und Grundkenntnisse derivativer Instrumente
Verbindliche Anmeldung beim Dozenten per Email bis am 6. Februar 2015, 20.00 Uhr
(Bitte beachten Sie, dass die Semestergebühren zum Anmeldezeitpunkt bezahlt sind).
Spätere An- resp. Abmeldungen sind nicht möglich!
Aufgrund der Überschneidung mit einer anderen Veranstaltung konnte der Termin
vom 5./6. Feb. auf den 3./4. Feb. verlegt werden.

Vorlesungsverzeichnis kommentiert

Transcription

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