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.
- 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)