Master in Business and Finance (Plan: 362 - Estudio: 69)
EPE
Coordinating teacher: PENALVA ZUASTI, JOSE SEBASTIAN
Department assigned to the subject: Business Administration Department
Type: Electives
ECTS Credits: 5.0 ECTS
Course: 2º
Semester: 2º
Requirements (Subjects that are assumed to be known)
Business Economics I & II
Financial Economics, Dynamic Asset Pricing, Information in Markets and Market Microstructure
Corporate Finance I & II
Advanced Empirical Methods in Finance
Objectives
Ability to do top level research in the area of asset pricing and market microstructure
Description of contents: programme
Advanced topics in asset pricing and market microstructure. Because the course is given as a series of personalized tutorials, the bibliography is adapted to the students' research interest.
Learning activities and methodology
Readings, presentations, and tutorial sessions
Assessment System
% end-of-term-examination 0
% of continuous assessment (assigments, laboratory, practicals...) 100
Basic Bibliography
Algorithmic and High-Frequency Trading. Álvaro Cartea, Sebastian Jaimungal, José Penalva . Cambridge University Press. 2015
The course syllabus may change due academic events or other reasons.
