MONEY AND CAPITAL MARKETS
| Title | ΑΓΟΡΕΣ ΧΡΗΜΑΤΟΣ ΚΑΙ ΚΕΦΑΛΑΙΟΥ / MONEY AND CAPITAL MARKETS |
| Code | 12ΥΗ08 |
| Faculty | Social and Economic Sciences |
| School | Economics |
| Cycle / Level | 1st / Undergraduate |
| Teaching Period | Spring |
| Coordinator | Georgios Papachristou |
| Common | Yes |
| Status | Active |
| Course ID | 600000445 |
Programme of Study: UPS School of Economics (2013-today)
Registered students: 155
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| OIKONOMIAS | Compulsory Course belonging to the selected specialization (Compulsory Specialization Course) | 8 | 4 | 6 |
| DIOIKĪSĪ EPICΗEIRĪSEŌN | Elective Courses belonging to the other | 8 | 4 | 6 |
| Academic Year | 2018 – 2019 |
| Class Period | Spring |
| Faculty Instructors | |
| Weekly Hours | 4 |
| Class ID | 600123324
|
Class Schedule
| Building | Αμφιθέατρο ΝΟΕ |
| Floor | Ισόγειο |
| Hall | ΤΥΠΟΓΡΑΦΕΙΟ (157) |
| Calendar | Δευτέρα 10:00 έως 12:00 |
| Building | Αμφιθέατρο ΝΟΕ |
| Floor | Όροφος 1 |
| Hall | ΑΙΘΟΥΣΑ 1 (159) |
| Calendar | Τρίτη 09:00 έως 11:00 |
Course Type 2016-2020
- Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600123324
- eLearning (Moodle): https://elearning.auth.gr/course/view.php?id=
- Other: http://users.auth.gr/~gpapahr
Language of Instruction
- Greek (Instruction, Examination)
Prerequisites
General Prerequisites
The course aims to provide the student with the theoretical background on securities valuation, bonds and stocks, and to consolidate this knowledge through practical exercises and applications to the Stock Exchange.
Learning Outcomes
Upon successful completion of this course the student will be able to:
-calculate statistical parameters of the stock share prices
-calculate risk factors Beta for equities and equity portfolios
-evaluate the performance of portfolios and mutual funds based on known valuation ratios
-construct optimal portfolios of shares using spreadsheets and programs (Matlab)
General Competences
- Apply knowledge in practice
- Retrieve, analyse and synthesise data and information, with the use of necessary technologies
- Make decisions
- Work autonomously
- Work in teams
Course Content (Syllabus)
The syllabus covers the following issues: Valuation of bonds, interest rate risk management and reinvestment bonds, duration and rate of curvature, bond portfolioimmunization ,valuation of bonds on a flat yield curve, new shares Issues: Initial public offerings and rights offerings, Stock Valuation under certainty: dividend valuation models,risk and return equity valuation under uncertainty : Model CAPM, APT model, management and portfolio performance evaluation and Mutual Funds, stock market of market efficiency (weak, semi-strong and strong form), empirical results
Keywords
stocks, bonds, risk and return, portfolio analysis,
Educational Material Types
- Notes
- Slide presentations
- Multimedia
- Interactive excersises
- Book
Use of Information and Communication Technologies
Use of ICT
- Use of ICT in Course Teaching
- Use of ICT in Laboratory Teaching
- Use of ICT in Communication with Students
- Use of ICT in Student Assessment
Description
PPT presentation of the course, problem solving with excel spreadsheet, additional test on computerized multiple choice and T/F
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 104 | 3.7 | ✓ | ||
| Laboratory Work | 13 | 0.5 | ✓ | ||
| Tutorial | 30 | 1.1 | ✓ | ||
| Exams | 3 | 0.1 | ✓ | ||
| Total | 150 | 5.4 |
Student Assessment
Student Assessment methods
- Written Exam with Multiple Choice Questions (Summative)
- Written Exam with Short Answer Questions (Summative)
- Written Exam with Problem Solving (Summative)
- Labortatory Assignment (Summative)
Bibliography
Course Bibliography (Eudoxus)
Παπαδάμου Στ. Διαχείριση χαρτοφυλακίου Μια σύγχρονη προσέγγιση, Gutenberg 2009
Additional bibliography for study
Σημειώσεις του διδάσκοντος, "Θέματα Σύγχρονης Χρηματοοικονομικής: Αγορές και Επενδύσεις"
Last Update
31-05-2018
