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FÖ0459

Quantitative finance

The course is implemented with lectures, problem classes and exercises.


The course covers investment theory, continuos as well as discrete measures for evaluating investment under certainty as well as under uncertainty over future conditions. Additional major topics include portfolio theory and applications of portfolio management to agricultural investment. Also, the determinants of capital structure are addressed with a specific emphasis to how personal taxes, transaction costs and product quality choices affects the capital structure and the real capital employed at the firm level.


The specific contents of the course are:



  • Introduction, classification of investments, the value of time



  • Financial mathematics; series and interest



  • Measures for evaluating investments including fiscal and inflationary concerns



  • Economic life-time and replacement decision analysis



  • Evaluating investment decisions under uncertainty



  • Portfolio theory and expected utility



  • Capital Asset Pricing Model



  • Arbitrage Pricing Model



  • Evaluating the interactive investment and financing decision



  • Option theory



  • The investment process




The topics "Investment theory" and "Option theory" addresses economics issues that are of central relevance in the governance of small businesses as well as in the manangement of natural resources.


Information from the course leader

A warm welcome to the Swedish University of Agricultural Sciences and the course Quantitative finance!

Below, you will find general information about the student account, registration for the course and other practical information.

The student account

You will need your student account to access e.g. your e-mail, Ladok and Canvas. For information regarding how to create your student account, follow this link: https://student.slu.se/en/study-support/it-support/support/new-student---start/

Registration for the course

Self-registration for the course is done in Ladok between 2023-08-14–2023-08-31. Remember that you must be admitted and registered in Ladok to be able take the course. Having access to Canvas does not mean you are registered in the course and without registration, you are risking losing your place in the course. If you have been admitted to the course with conditions, you need to send your credit list to the course leader who will review it and decide if you can register. Do this as soon as possible as reviewing credits may take a few days due to the course start.

Educational support

If you are entitled extra educational support, please inform the course leader at the start of the course so that special arrangements can be made.

For educational support for an exam, see instructions in the exam registration in Ladok Student. You need to register for alternative exam arrangements no later than 10 workings days prior to the examination day. More information here: https://student.slu.se/en/study-support/study-support/funka/.

Discontinuation of a course

If you want to discontinue the course, you should immediately notify the educational administrators at econ-edu@slu.se, who in turn will inform the course leader and register a non-completion of the course in Ladok after your approval. You are also able to register an early non-completion of the course (within three weeks after course start) in Ladok yourself.

Exams

You need to register for exams in Ladok. The registration closes 10 working days prior to the exam. You can find your anonymity code in Ladok Student. It's not possible to register for the exam after the deadline has passed.

On Wednesdays between 12:30-14:30 we have an exam hand out at the department (Ulls hus, 4th floor). Please remember to bring your ID-card.

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Do not hesitate to contact us at econ-edu@slu.se if you have any questions!

Kind regards,
The educational administrators

Course evaluation

The course evaluation is now closed

FÖ0459-10371 - Course evaluation report

Once the evaluation is closed, the course coordinator and student representative have 1 month to draft their comments. The comments will be published in the evaluation report.

Additional course evaluations for FÖ0459

Academic year 2022/2023

Quantitative finance (FÖ0459-10146)

2022-08-29 - 2022-10-31

Academic year 2021/2022

Quantitative finance (FÖ0459-10240)

2021-08-30 - 2021-11-01

Academic year 2020/2021

Quantitative finance (FÖ0459-10045)

2020-08-31 - 2020-11-01

Academic year 2019/2020

Quantitative finance (FÖ0459-10182)

2019-09-02 - 2019-10-31

Syllabus and other information

Litterature list

Main Course Textbooks

[1] Principles of Corporate Finance, Brealey, R.A., Myers, S.C., Allen, F., McGraw-Hill Companies, 14th edition, 2022.

[2] Hardy, M. R., & Saunders, D. (2022). Quantitative Enterprise Risk Management. Cambridge University Press.

The following books may be used to provide additional content in some specific parts of the course:

[3] Microeconomic Analysis - Hal R. Varian - W. W. Norton & Company, [V], Chapters 11 and 20.

[4] Coping with Risk in Agriculture, Hardaker, J.B., Huirne, R.B.M., Anderson, J.R., Gudbrand, L., CABI Publishing, Wallingford, 2004, [H&Al], chapters 5, 6, 7, 8.

[5] Inefficient Capital Markets: An Introduction to Behavioral Finance - Andrei Shleifer. Oxford UP, 2000.

Other suggested readings

[6] Options, Futures and Other Derivatives, by Hull, J.C., Prentice Hall; 5 edition.

[7] Investment under Uncertainty, by Dixit, A.K., Pindyck, R.S., Princeton University Press, Princeton, NJ, 1994.

Additional papers and reports will be provided during the course.

Course facts

The course is offered as an independent course: Yes The course is offered as a programme course: Agricultural, Food and Environmental Policy Analysis (AFEPA) - Master's Programme Agricultural Economics and Management - Master's Programme Agriculture Programme - Economics and Management Forest Science - Master's Programme Tuition fee: Tuition fee only for non-EU/EEA/Switzerland citizens: 26170 SEK Cycle: Master’s level (A1N)
Subject: Economics Business Administration Business Administration Economics
Course code: FÖ0459 Application code: SLU-10371 Location: Uppsala Distance course: No Language: English Responsible department: Department of Economics Pace: 100%