Current

Economics of Finance and Banking (Wednesdays 15:30-17:00, ed1 2.14; Fridays 16.00-17:30 ed1 2.22)

  • Syllabus

  • Other resources and readings:

    • Hannes Malmberg discusses the effect of population agreeing on interest rates and financial markets (podcast)

  • Readings for the course

    • Week 1: Overview of the course; motivating the study of finance and banking; constrained optimization theory [handout 1; handout 2]

    • Week 2: Two period models of intertemporal consumption and investment [handout 1]

    • Week 3: Decision making under uncertainty and general equilibrium with Arrow-Debreu markets [handout 1]

    • Week 4: Arrow-Debreu financial markets (cont); introduction to modern portfolio theory [handout 1, handout 2]

    • Week 5: Introduction to modern portfolio theory (cont). Revisions for the midterm [handout 1]

    • Week 6: Midterm week: Saturday 25th October; 9.00am; room ed2. 0.07

  • Additional exercises: set 1; set2; set3

  • Mock midterms and exams: mock midterm1_2; mock midterm1_1

  • Grades: [soon]

Previous

Introduction to Macroeconomics (Summer 2013); Economic Statistics (Summer 2014); International Economics (Fall 2015; Spring 2016; Fall 2016; Spring 2017; Fall 2017, Spring 2018, Fall 2018, Spring 2019, Fall 2019; Spring 2020; Fall 2020; Spring 2021; Fall 2021; Spring 2022; Fall 2022; Spring 2023; Fall 2023; Spring 2024); Applied Economics Research Workshop - Masters (Fall 2020); Advanced International Macroeconomics (Spring 2024); Advanced Macroeconomics II (2025); Topics in Economics of Banking and Money (2025); International Trade (2025);