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401-3911-57L 4 Credits BSC , MSC D-MATH

Financial Economics for Mathematicians

Lecturers & Examiners: Prof. Dr. Semen Mark Malamud
VVZ CR n/a

Last Updated: 2026-02-05 15:13:59

Abstract

This course is an introduction to the modern microeconomic theory of financial markets. We start with basic optimization problems, utilities and the Markowitz mean/variance portfolio choice. Then, we study equilibrium models of Sharpe/Lintner (CAPM) and the consumption capital asset pricing model (CCAPM) and its empirical implications and applications, including the famous Black-Littermal model.

General Information

Language
English
Levels
BSC , MSC

Examination

Type
session examination
Mode
oral 20 minutes

Course Components

Type Title Time & Place Hours
lecture Financial Economics for Mathematicians. Part 1
  • Mon 13:15-15:00 (HG D 1.1)
2 h weekly

Offered In