Issues in International Finance

Course Code: 
7124
Semester: 
8th
Specialization Courses
A. International Economics and Finance

Type of course: Compulsory for International Economics and Finance Specialization

Number of credits allocated: 6 ECTS Credits

Objective of the course (expected learning outcomes and competences to be acquired)

Familiarization with the most important international financial markets and their historical behavior

Application of the core tools of modern finance for the understanding of markets and for investment decision making

Development of the ability to use theoretical concepts from other classes, such as econometrics and macroeconomics to understand international financial markets.

Prerequisites- There are no prerequisites, but it will be useful to have passed the courses of previous semesters, especially finance courses.

Course contents

1. Overview of international financial markets

  • 1.1 Τhe importance of an international approach
  • 1.2 Statistical behavior of markets
  • 1.3 Algebraic parities between international financial markets
  • 1.4 Alternative markets

2. Selected Topics

  • 2.1 Market microstructure of international financial markets
  • 2.2 The worldwide risk premium for stocks
  • 2.3 Investments in international financial markets
  • 2.4 Quantitative and algorithmic investment strategies in international financial markets

Recommended reading: Instructor’s notes and handouts

Teaching methods: Lectures and tutorials.

Assessment methods: Final written exam (100%)

Language of instruction: Greek