CAS Financial Markets - E-Learning Course
Certificate of Advanced Studies

The e-learning course encompasses the most important concepts of financial markets theory. Financial markets theory is particularly suited for an e-learning course because information technology has always played an important role in this field. For example, Markowitz's portfolio theory from the 1950's was not implemented until a decade later when computers became available that had the capacity to deal with the required amount of input data. It is imperative that students of financial markets theory are able to solve mathematical, statistical and simple econometric problems in addition to mastering the theoretical concepts. A virtual course is an ideal solution that allows students to work through the course contents individually and interactively.

Topics:

  • Portfolio theory (diversification and efficient frontier)
  • Portfolio selection and applications (Tobin separations theorem, shortfall risk, international asset allocation)
  • Asset Pricing (the capital asset pricing model, estimation of betas, empirical test of the CAPM, Roll's critique, arbitrage pricing theory)
  • Information and market efficiency
  • Investment management (performance measurement, active portfolio management, investment strategies)
  • Options und derivatives (options, futures, pricing models, Greek letters, strategies, portfolio insurance)

E-Learning course with online tutoring and group homeworks.

Persons interested in finance who have a basic knowledge of mathematics, statistics, economics and Excel.

  • Dr. Jacqueline Henn Overbeck

Dr. Jaqueline Henn-Overbeck
Wirtschaftswissenschaftliche Fakultät der Universität Basel
Abteilung Finanzmarkttheorie
Peter Merian-Weg 6
Postfach
CH-4002 Basel

Tel. +41 61 267 33 29
Fax +41 61 267 08 98
jacqueline.henn@unibas.ch
www.efinancial-markets.ch

CHF 4'000 (including online tutoring, final exam and paper)

Wirtschaftswissenschaftliche Fakultät der Universität Basel
Swiss Banking Institute, Universität Zürich

The course duration is 15 weeks. Introductory events on February 26, 2018

mit * gekennzeichnete Felder sind Pflichtfelder

Ort

Wirtschaftswissenschaftliche Fakultät Peter Merian-Weg 6, 4002 Basel

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