THE UNIVERSITY OF EXETER 
BEE3059: Asset Pricing 
Final Examination Guide and Notes 2024 
 
Part 01. About This Guide 
Part 02. Sample Final Examination Paper 
Part 03. Suggested Solutions to Final Exam Paper 
Part 04. Final Examination - Hints and Tips 
 
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University of Exeter

University of Exeter - BEE3059: Asset Pricing (Solutions)

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ACADEMIC YEAR 2023 - 2024

University	University of Exeter
Study Level	Undergraduate
Module Code	BEE3059
Module Name	Asset Pricing
Notes Title	Final Examination Guide and Notes
Format	PDF
Page Length	28

Prepare for the BEE3059: Asset Pricing, University of Exeter - Final Examination 2024 with the most complete exam guide available for this module, including exam-style questions and advice on common examination pitfalls. You will get with a clear picture of how the final exam will be assessed, and how it is structured, as well as the likely style and range of questions that you could see in the real exam. This self-study set has been thoroughly updated to cover all the topics covered in the latest edition of the exam. As soon as sample exams are made available, you will be exposed to the types of questions you will be expected to tackle.

Asset pricing is concerned with the valuation of claims to payments that are uncertain or occur at different points in time. The aim of this module is twofold: to introduce students to the core concepts of modern asset pricing theory; and, to equip and familiarize students with the basic methods for estimating and testing asset pricing models empirically. While the contents are mostly foundational and theoretical in nature, the conceptual knowledge and technical skills acquired in this module have numerous applications, both academic, and in the financial industry.

Major topics to be covered:

Stochastic discount factors
Consumption-based asset pricing
Arbitrage-free pricing
Mean-variance frontier
Capital Asset Pricing Model (CAPM)
Linear factor models and their empirical estimation
Excess volatility and return predictability
Pricing puzzles: equity premium puzzle, risk-free rate puzzle
Pricing of derivatives
Pricing of fixed-income securities

MODULE CODE	MODULE NAME
BEA1008	Introduction to Financial Accounting
BEA1010	Business Finance for Accountants
BEA1012	Introduction to Statistics for Accountants
BEA1013	Introduction to Accounting
BEA2010	Managerial Accounting
BEA2018	Corporate Finance
BEA2019	Financial Accounting A
BEA3008	Finance for Managers
BEA3018	Advanced Corporate Finance
BEA3026	Financial Modelling
BEE1006	Introduction to Finance
BEE1022	Introduction to Statistics
BEE1023	Introduction to Econometrics
BEE1025	Statistics for Business and Management
BEE1036	Economics I
BEE1037	Economics II
BEE2020	Introduction to Econometric Theory
BEE2025	Microeconomics II
BEE2027	Financial Markets and Decisions I
BEE2038	Intermediate Microeconomics
BEE3059	Asset Pricing
BEM1019	Fundamentals of Marketing

University of Exeter - BEE3059: Asset Pricing (Solutions)

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