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
- Teacher: Ahti Salo