AMS Pre-Master Course for Finance € 605.00 | € 605.00 (Members)
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This is the pre-master course for Master in Finance programs. This course deals with basic econometrics, finance, and investment to prepare students for the Master in Finance program at Antwerp Management School. It contains 77 video sessions with more than 100 numerical exercise sessions. Students need to answer the questions in a session before they can move on to the next topic.

These topics are grouped into 11 sections. Show More

Topic & Professor	Description
Time Value of Money Prof. Dr. M. De Ceuster	This session explores the basics of time value of money calculations. After reviewing the day count conventions, we introduce compounding and discounting at various frequencies including continuous compounding. We also explore various annuities.
Valuing Bonds and Stocks Prof. Dr. M. De Ceuster	In this session we apply annuity formulas to the valuation of stocks and bonds. We introduce basic concepts of bond pricing.
Computing returns & return indices Prof. Dr. M. De Ceuster	This session introduces the calculation of simple returns and continuous returns. We discuss the calculation of average returns (time weighted and dollar weighted returns)
Descriptive stats & frequency distributions Prof. Dr J. Annaert	Random variables Probabilities Probability distribution function Empirical distribution function; histograms Quantiles and moments
Theoretical distributions & hypothesis testing Prof. Dr J. Annaert	Discrete distributions (uniform, Bernoulli, binomial) Continuous distributions (uniform, normal, lognormal, Student’s t) Law of large numbers Central limit theorem Hypothesis tests and confidence intervals: the mean
Portfolio return & risk; covariance & correlation Prof. Dr. J. Annaert	Sum of random variables Covariance and correlation Portfolio returns and risk
Portfolio selection Prof. Dr. J. Annaert	Risk aversion Utility functions Mean-variance utility & indifference curves MV Capital allocation Capital Allocation Line Sharpe ratio The risk-free asset MV portfolio selection Tangency portfolio Two-fund separation
Univariate Regression Prof. Dr. M. De Ceuster	The basic principles of curve fitting are discussed using various loss functions. Simple regression is developed in excel using the solver and the various regression functionalities. The emphasis is put on interpreting the regression output.
CAPM & Single Index Model Prof. Dr. J. Annaert	Single index model Variance decomposition Estimating beta Systematic risk is priced CAPM: theory The market portfolio Security Market Line CAPM: empirical testing
Financial Markets Prof. Dr. M. De Ceuster	Forward and Futures Options
Additional Exercises	Additional numberical exercises for practice.