Core Reading 2013 - CT8 Financial Economics
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Core Reading is the Profession's statement of what each student needs to know to pass the exam. You can purchase course notes, combined materials packs and other study material from ActEd.
Contents
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Introduction
Unit 1 Utility theory
Unit 2 Measures of investment risk
Unit 3 Portfolio theory
Unit 4 Models of asset returns
Unit 5 Asset pricing models
Unit 6 The Efficient Markets Hypothesis
Unit 7 Stochastic models of security prices
Unit 8 Brownian motion and stochastic calculus
Unit 9 Introduction to the valuation of derivative securities
Unit 10 The Binomial model
Unit 11 Continuous-time models: preliminary concepts
Unit 12 The Black-Scholes model
Unit 13 Further analysis of the Black-Scholes model
Unit 14 The term structure of interest rates
Unit 15 Credit Risk
Syllabus with cross referencing to Core Reading