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MPhil in Finance and Economics - Core Modules

Core Modules


  • F100 : Finance I

    The objective of the double course F100 and F200 is to provide a solid grounding in the principles and practice of financial markets and develop the understanding of the tools necessary to make good financial decisions. The course will cover modern capital markets theory and its applications to corporate finance.

  • F200 : Finance II

    The objective of the double course F100 and F200 is to provide a solid grounding in the principles and practice of financial markets and develop the understanding of the tools necessary to make good financial decisions. The course will cover modern capital markets theory and its applications to corporate finance.

  • F300 : Corporate Finance

    The objective of this course is to present some major theoretical concepts of modern corporate finance. The ideas behind these theories and their rationale will be discussed, and related empirical research will be examined. The course will also acquaint students with the methodology used in corporate finance, in order to enable them to follow advances in corporate finance research on their own.

  • F400 : Asset Pricing

    The objective of this course is to present some major models and concepts of modern asset pricing. These models include the Capital Asset Pricing Model (with its associated Security-Market Line), the Consumption-Based Capital-Asset Pricing Model (again with its associated Security-Market Line), static and dynamic arbitrage pricing, the microfoundations of the stochastic discount factor, the Black-Scholes model (along with several of its elaborations covering various exotic options) and various fixed-income models (including the spot-rate models of Vasiček and Cox-Ingersoll-Ross, and the forward-rate model of Heath, Jarrow and Morton).

  • R100 : Microeconomics

    This course will cover the standard economic models of individual decision-making with and without uncertainty, models of consumer behaviour and producer behaviour under perfect competition and the Arrow-Debreu general equilibrium model.
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  • E300 : Econometric Methods

    The aim is to provide a graduate level training in econometric methods. The emphasis of the course is on single equation models; empirical examples are provided both to motivate and to illustrate the methods. Topics will include: least squares and the linear regression model; instrumental variables; maximum likelihood estimation and test procedures; binary choice and count data models; time series models; simple dynamic structures.
    Course details