Taught course

Asset Pricing & Investment

Institution
University of Glasgow · Adam Smith Business School
Qualifications
MSc

Entry requirements

2:1 Honours degree or non-UK equivalent (eg, a GPA of 3.0 or above) in Economics, Finance, Engineering, Physics, or another highly mathematical discipline. International students with academic qualifications below those required should contact our partner institution, Glasgow International College, who offer a range of pre-Masters courses.

Months of entry

September

Course content

This programme is designed to help you understand how prices and values for claims to uncertain payments are derived, by using fundamental principles from economics and finance, and includes claims such as company shares and dividends, financial derivatives, real assets such as metals and commodities as well as insurance claims.

Why Glasgow
  • This programme will give you a thorough knowledge of the mechanisms used to determine asset prices, knowledge which is fundamental for all types of investor.
  • You will learn about the latest and most sophisticated techniques in asset pricing and investment theory and you will receive training o Bloomberg software in the school's dedicated training suite.
  • You will acquire the practical skills to implement and calibrate these models in a computer-based learning environment using empirical and econometric techniques.

Programme Structure
You will take four core courses, two optional courses and complete a substantial independent piece of work normally in the form of a dissertation.

You will be taught in lectures, some of which may also be accompanied by class/group discussions. You will attend workshops to help define and develop your dissertation proposal and you will be assigned an individual dissertation supervisor who will provide guidance and comments as you complete your dissertation.

Core Courses

  • Economic fundamentals and financial markets
  • Empirical asset pricing
  • Investment, finance and asset pricing
  • Portfolio analysis and investment

Optional Courses

  • Advanced portfolio analysis (Portfolio analysis and investment is a co-requisite for this course)
  • Applied computational finance
  • Basic econometrics
  • Corporate finance and investment
  • Financial derivatives (Mathematical finance is a co-requisite for this course)
  • Financial market micro structure
  • Intermediate econometrics
  • Mathematical finance.
Further information: Adam Smith Business School
email: business-economics@glasgow.ac.uk

Information for international students

The University of Glasgow welcomes students from over 100 different countries. For applicants whose first language is not English, the University normally sets a minimum English Language proficiency level. Visit: http://www.gla.ac.uk/international/englishlanguagerequirements/ for details.

Fees and funding

UK students
£8750
International students
£18200

http://www.gla.ac.uk/postgraduate/taught/assetpricinginvestment/

Qualification and course duration

MSc

full time
12 months

Course contact details

Name
Adam Smith Business School
Email
business-economics@glasgow.ac.uk