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Asset Pricing and Financial Markets DSBA 2026/2027

2026-09-11T18:26:41Z

APFM2026: /* Teachers and Assistants */

== Course Syllabus ==
[https://www.hse.ru/en/ba/data/courses/1163533894.html DSBA Asset Pricing and Financial Markets 2026/2027 Syllabus]

== Teachers and Assistants ==
{| class="wikitable"
|+
|-
! Lecturer !! Seminarist !! Teaching Assistant
|-
| [https://www.hse.ru/org/persons/396495997 Runjie (Roger) Geng] || [https://www.hse.ru/org/persons/101552717/ Denis Trusov] || [https://t.me/kat1e Ekaterina Nesteruk]
|}

== Useful Links ==
# [https://docs.google.com/spreadsheets/d/1ypmTOFWcLh8drlQ6HurHE1T736Di5FYMe3QOfvfhnWY/edit?usp=sharing Google Doc with grades]
# [https://t.me/+wsJQwBKRFF00MTUy Telegram Chat]
== Course Description ==
This course is aimed at students who wish to understand how financial markets work and how securities are priced. Using present value techniques, it gives a theoretical treatment of bond and stock valuation including portfolio theory and a development of the Capital Asset Pricing Model. The concept of financial market efficiency is introduced, and evidence for efficiency evaluated. Finally, there is a presentation of derivative pricing using absence of arbitrage arguments. The course is based on lectures, seminars, team work and self-study. “Asset pricing and Financial markets” is a two-semester course.
== Grading System ==
=== Assessment Elements ===
# Semester 1 HA
# Semester 2 HA
# Autumn Midterm
# Winter Midterm
# Final Exam
=== Interim Assessment ===
* 2026/2027 2nd module
{| class="wikitable"
|+
|-
| '''<big>0.61 * Winter Exam + 0.29 * Autumn Midterm + 0.1 * Semester 1 HA</big>'''
|}
* 2026/2027 3rd module
{| class="wikitable"
|+
|-
| <big>'''Final grade = 0.05*Semester 1 HA + 0.05*Semester 2 HA + 0.15*Autumn Midterm + 0.2*Winter Exam + 0.55*Final Exam'''</big>
|}
The Final Exam at the end of the third module is a blocking exam (minimum score: 15/100).

== Bibliography ==
=== Recommended Core Bibliography ===
Corporate finance, Berk, J., 2014
=== Recommended Additional Bibliography ===
Principles of corporate finance, Brealey, R. A., 2017

Asset Pricing and Financial Markets DSBA 2026/2027

2026-09-11T18:25:45Z

APFM2026: /* Interim Assessment */

== Course Syllabus ==
[https://www.hse.ru/en/ba/data/courses/1163533894.html DSBA Asset Pricing and Financial Markets 2026/2027 Syllabus]

== Teachers and Assistants ==
{| class="wikitable"
|+
|-
! Lecturer !! Seminarist !! Teaching Assistant
|-
| [https://www.hse.ru/org/persons/396495997 Runjie (Roger) Geng] || [https://www.hse.ru/org/persons/101552717/ Trusov Denis] || [https://t.me/kat1e Nesteruk Ekaterina]
|}
== Useful Links ==
# [https://docs.google.com/spreadsheets/d/1ypmTOFWcLh8drlQ6HurHE1T736Di5FYMe3QOfvfhnWY/edit?usp=sharing Google Doc with grades]
# [https://t.me/+wsJQwBKRFF00MTUy Telegram Chat]
== Course Description ==
This course is aimed at students who wish to understand how financial markets work and how securities are priced. Using present value techniques, it gives a theoretical treatment of bond and stock valuation including portfolio theory and a development of the Capital Asset Pricing Model. The concept of financial market efficiency is introduced, and evidence for efficiency evaluated. Finally, there is a presentation of derivative pricing using absence of arbitrage arguments. The course is based on lectures, seminars, team work and self-study. “Asset pricing and Financial markets” is a two-semester course.
== Grading System ==
=== Assessment Elements ===
# Semester 1 HA
# Semester 2 HA
# Autumn Midterm
# Winter Midterm
# Final Exam
=== Interim Assessment ===
* 2026/2027 2nd module
{| class="wikitable"
|+
|-
| '''<big>0.61 * Winter Exam + 0.29 * Autumn Midterm + 0.1 * Semester 1 HA</big>'''
|}
* 2026/2027 3rd module
{| class="wikitable"
|+
|-
| <big>'''Final grade = 0.05*Semester 1 HA + 0.05*Semester 2 HA + 0.15*Autumn Midterm + 0.2*Winter Exam + 0.55*Final Exam'''</big>
|}
The Final Exam at the end of the third module is a blocking exam (minimum score: 15/100).

== Bibliography ==
=== Recommended Core Bibliography ===
Corporate finance, Berk, J., 2014
=== Recommended Additional Bibliography ===
Principles of corporate finance, Brealey, R. A., 2017

Asset Pricing and Financial Markets DSBA 2026/2027

2026-09-11T18:20:59Z

APFM2026: /* Course Syllabus */

== Course Syllabus ==
[https://www.hse.ru/en/ba/data/courses/1163533894.html DSBA Asset Pricing and Financial Markets 2026/2027 Syllabus]

== Teachers and Assistants ==
{| class="wikitable"
|+
|-
! Lecturer !! Seminarist !! Teaching Assistant
|-
| [https://www.hse.ru/org/persons/396495997 Runjie (Roger) Geng] || [https://www.hse.ru/org/persons/101552717/ Trusov Denis] || [https://t.me/kat1e Nesteruk Ekaterina]
|}
== Useful Links ==
# [https://docs.google.com/spreadsheets/d/1ypmTOFWcLh8drlQ6HurHE1T736Di5FYMe3QOfvfhnWY/edit?usp=sharing Google Doc with grades]
# [https://t.me/+wsJQwBKRFF00MTUy Telegram Chat]
== Course Description ==
This course is aimed at students who wish to understand how financial markets work and how securities are priced. Using present value techniques, it gives a theoretical treatment of bond and stock valuation including portfolio theory and a development of the Capital Asset Pricing Model. The concept of financial market efficiency is introduced, and evidence for efficiency evaluated. Finally, there is a presentation of derivative pricing using absence of arbitrage arguments. The course is based on lectures, seminars, team work and self-study. “Asset pricing and Financial markets” is a two-semester course.
== Grading System ==
=== Assessment Elements ===
# Semester 1 HA
# Semester 2 HA
# Autumn Midterm
# Winter Midterm
# Final Exam
=== Interim Assessment ===
# 2026/2027 2nd module
{| class="wikitable"
|+
|-
| '''<big>0.61 * Winter Exam + 0.29 * Autumn Midterm + 0.1 * Semester 1 HA</big>'''
|}
# 2026/2027 3rd module
{| class="wikitable"
|+
|-
| <big>'''Final grade = 0.05*Semester 1 HA + 0.05*Semester 2 HA + 0.15*Autumn Midterm + 0.2*Winter Exam + 0.55*Final Exam'''</big>
|}
The Final Exam at the end of the third module is a blocking exam (minimum score: 15/100).

== Bibliography ==
=== Recommended Core Bibliography ===
Corporate finance, Berk, J., 2014
=== Recommended Additional Bibliography ===
Principles of corporate finance, Brealey, R. A., 2017

Asset Pricing and Financial Markets DSBA 2026/2027

2026-09-11T18:19:48Z

APFM2026: /* Interim Assessment */

== Course Syllabus ==
DSBA Asset Pricing and Financial Markets 2026/2027
* DSBA (ПАД ФКН) [https://www.hse.ru/en/ba/data/courses/1163533894.html Syllabus]
== Teachers and Assistants ==
{| class="wikitable"
|+
|-
! Lecturer !! Seminarist !! Teaching Assistant
|-
| [https://www.hse.ru/org/persons/396495997 Runjie (Roger) Geng] || [https://www.hse.ru/org/persons/101552717/ Trusov Denis] || [https://t.me/kat1e Nesteruk Ekaterina]
|}
== Useful Links ==
# [https://docs.google.com/spreadsheets/d/1ypmTOFWcLh8drlQ6HurHE1T736Di5FYMe3QOfvfhnWY/edit?usp=sharing Google Doc with grades]
# [https://t.me/+wsJQwBKRFF00MTUy Telegram Chat]
== Course Description ==
This course is aimed at students who wish to understand how financial markets work and how securities are priced. Using present value techniques, it gives a theoretical treatment of bond and stock valuation including portfolio theory and a development of the Capital Asset Pricing Model. The concept of financial market efficiency is introduced, and evidence for efficiency evaluated. Finally, there is a presentation of derivative pricing using absence of arbitrage arguments. The course is based on lectures, seminars, team work and self-study. “Asset pricing and Financial markets” is a two-semester course.
== Grading System ==
=== Assessment Elements ===
# Semester 1 HA
# Semester 2 HA
# Autumn Midterm
# Winter Midterm
# Final Exam
=== Interim Assessment ===
# 2026/2027 2nd module
{| class="wikitable"
|+
|-
| '''<big>0.61 * Winter Exam + 0.29 * Autumn Midterm + 0.1 * Semester 1 HA</big>'''
|}
# 2026/2027 3rd module
{| class="wikitable"
|+
|-
| <big>'''Final grade = 0.05*Semester 1 HA + 0.05*Semester 2 HA + 0.15*Autumn Midterm + 0.2*Winter Exam + 0.55*Final Exam'''</big>
|}
The Final Exam at the end of the third module is a blocking exam (minimum score: 15/100).

== Bibliography ==
=== Recommended Core Bibliography ===
Corporate finance, Berk, J., 2014
=== Recommended Additional Bibliography ===
Principles of corporate finance, Brealey, R. A., 2017

Asset Pricing and Financial Markets DSBA 2026/2027

2026-09-11T18:17:23Z

APFM2026: Новая страница: «== Course Syllabus == DSBA Asset Pricing and Financial Markets 2026/2027 * DSBA (ПАД ФКН) [https://www.hse.ru/en/ba/data/courses/1163533894.html Syllabus] == Teachers and Assistants == {| class="wikitable" |+ |- ! Lecturer !! Seminarist !! Teaching Assistant |- | [https://www.hse.ru/org/persons/396495997 Runjie (Roger) Geng] || [https://www.hse.ru/org/persons/101552717/ Trusov Denis] || [https://t.me/kat1e Nesteruk Ekaterina] |} == Useful Links == #...»

== Course Syllabus ==
DSBA Asset Pricing and Financial Markets 2026/2027
* DSBA (ПАД ФКН) [https://www.hse.ru/en/ba/data/courses/1163533894.html Syllabus]
== Teachers and Assistants ==
{| class="wikitable"
|+
|-
! Lecturer !! Seminarist !! Teaching Assistant
|-
| [https://www.hse.ru/org/persons/396495997 Runjie (Roger) Geng] || [https://www.hse.ru/org/persons/101552717/ Trusov Denis] || [https://t.me/kat1e Nesteruk Ekaterina]
|}
== Useful Links ==
# [https://docs.google.com/spreadsheets/d/1ypmTOFWcLh8drlQ6HurHE1T736Di5FYMe3QOfvfhnWY/edit?usp=sharing Google Doc with grades]
# [https://t.me/+wsJQwBKRFF00MTUy Telegram Chat]
== Course Description ==
This course is aimed at students who wish to understand how financial markets work and how securities are priced. Using present value techniques, it gives a theoretical treatment of bond and stock valuation including portfolio theory and a development of the Capital Asset Pricing Model. The concept of financial market efficiency is introduced, and evidence for efficiency evaluated. Finally, there is a presentation of derivative pricing using absence of arbitrage arguments. The course is based on lectures, seminars, team work and self-study. “Asset pricing and Financial markets” is a two-semester course.
== Grading System ==
=== Assessment Elements ===
# Semester 1 HA
# Semester 2 HA
# Autumn Midterm
# Winter Midterm
# Final Exam
=== Interim Assessment ===
# 2026/2027 2nd module
{| class="wikitable"
|+
|-
| '''<big>0.61 * Winter Exam + 0.29 * Autumn Midterm + 0.1 * Semester 1 HA</big>'''
|}
# 2026/2027 3rd module
{| class="wikitable"
|+
|-
| <big>'''Final grade = 0.05*Semester 1 HA + 0.05*Semester 2 HA + 0.15*Autumn Midterm + 0.2*Winter Exam + 0.55*Final Exam'''</big>
|}
== Bibliography ==
=== Recommended Core Bibliography ===
Corporate finance, Berk, J., 2014
=== Recommended Additional Bibliography ===
Principles of corporate finance, Brealey, R. A., 2017