LEARNING OUTCOMES
The student has a good understanding of the key concepts and methods of investment science, including topics such as interests rates; cash flow analysis; Markowitz' portfolio theory; capital asset pricing model; arbitrage pricing theory; forward, futures and option contracts; pricing of options; hedging; interest rate derivatives; interest rate dynamics.
The student is able to formulate and solve problems involving financial instruments. The student has a strong foundation for pursuing advanced studies in financial engineering and quantitative finance.
Credits: 5
Schedule: 05.09.2022 - 15.12.2022
Teacher in charge (valid for whole curriculum period):
Teacher in charge (applies in this implementation): Ahti Salo
Contact information for the course (applies in this implementation):
CEFR level (valid for whole curriculum period):
Language of instruction and studies (applies in this implementation):
Teaching language: English. Languages of study attainment: English
CONTENT, ASSESSMENT AND WORKLOAD
Content
valid for whole curriculum period:
Financial 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 for whole curriculum period:
Exam and assignments
Workload
valid for whole curriculum period:
Contact hours 48 h. Attendance is not compulsory
Assignments 25h
Autonomous studies 55h
DETAILS
Substitutes for Courses
valid for whole curriculum period:
Prerequisites
valid for whole curriculum period:
SDG: Sustainable Development Goals
8 Decent Work and Economic Growth
9 Industry, Innovation and Infrastructure
FURTHER INFORMATION
Further Information
valid for whole curriculum period:
Teaching Language : English
Teaching Period : 2022-2023 Autumn I - II
2023-2024 Autumn I - IIEnrollment :
Registration takes place in Sisu (sisu.aalto.fi).