Core Reading 2014 - CT8 Financial Economics
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Core Reading is the Institute and Faculty'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
- Accreditation
- 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