Credits: 5

Schedule: 09.09.2019 - 18.12.2019

Teaching Period (valid 01.08.2018-31.07.2020): 

I-II Autumn (2018-2019, 2019-2020)

Content (valid 01.08.2018-31.07.2020): 

Instruments of investment science and finance, risk analysis, term structure of interest rates, pricing of derivatives, optimization of investment portfolio return.

Assessment Methods and Criteria (valid 01.08.2018-31.07.2020): 

Exam and assignments

Workload (valid 01.08.2018-31.07.2020): 

Contact hours 48 h. Attendance is not compulsory
Assignments 25h 
Autonomous studies 55h

Study Material (valid 01.08.2018-31.07.2020): 

D.G. Luenberger: Investment Science, Oxford University Press, 1998.

Substitutes for Courses (valid 01.08.2018-31.07.2020): 

Mat-2.3114 Investment science

Course Homepage (valid 01.08.2018-31.07.2020): 

https://mycourses.aalto.fi/course/search.php?search=MS-E2114

Prerequisites (valid 01.08.2018-31.07.2020): 

MS-A00XX, MS-A01XX, MS-A02XX, MS-A05XX

Grading Scale (valid 01.08.2018-31.07.2020): 

0-5

Description

Registration and further information