| TPPE05 | Capital Budgeting and Financial Markets, 4 ECTS credits. /Investeringsbedömning och finansiella marknader/ |
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Prel. scheduled
hours: 32 |
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Area of Education: Technology Subject area: Production Economics |
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| Advancement level
(A-D): C
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| Aim: The course aims at describing the relationships between capital markets and the firm's capital budgeting decisions. To provide an understanding of these relationships, the course will - describe basic structures and the functioning of financial markets in Sweden - present some common theoretical equilibrium models and how they can be used - provide knowledge about capital budgeting techniques under certainty and risk |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) TEIE13 Financial Control Systems, TPPE24 Economic Analysis, TAMS65 Mathematical Statistics, second course, TAOP02 Introduction to Operations Research Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Supplementary courses: TPPE63 Corporate Finance, TPPE81 Financial Risk Management |
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| Organisation: The teaching is organized in lectures and seminars. The lectures will primarily treat various models and methods, whereas the seminars will be used for discussing quantitative problems and solution techniques. |
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| Course contents: Instruments and institutions in the Swedish financial markets. Portfolio theory. Capital budgeting under risk. The Capital Asset Pricing Model and other equilibrium models. Evaluation of portfolio management. Market efficiency. |
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| Course literature: Brealey, R. and Myers, S., Principles of Corporate Finance, McGraw-Hill Book Company. Supplementary texts will be announced later. |
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| Examination: | |||
| Written examination |
2,5 p |
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Course language is Swedish. Department offering the course: IPE. Director of Studies: Janerik Lundquist Examiner: Peter Hultman Link to the course homepage at the department Course Syllabus in Swedish |
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