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MS-E2114 - Investment science, 11.09.2017-20.12.2017

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Syllabus

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    Lectures

    Lectures will be held on Mondays at 10.15-12 in hall U5, starting at 11.9.2017. The  tentative course syllabus is below.

    1.Cash flow analysis (11.9.) [Ch. 1+2]
    2.Fixed income securities (18.9.) [Ch. 3]
    3.Term structure of interest rates (25.9.) [Ch. 4]
    4.Applications of interest rate analysis (2.10.) [Ch. 5]
    5.Mean-variance portfolio theory (9.10.) [Ch. 6]
    6.Capital Asset Pricing Model (16.10.) [Ch. 7]
    7.Arbitrage Pricing Theory (30.10.) [Ch. 8+9]
    8.Derivative instruments (6.11.) [Ch. 10]
    9.Basic options theory (13.11.) [Ch. 11+12]
    10.Options pricing in binomial lattices (20.11.) [Ch. 12]
    11.Options pricing in continuous time (27.11.) [Ch. 13]
    12.Interest rate derivatives (4.12.) [Ch. 14]
    • icon for activity Course practicalities File PDF document
    • icon for activity MS-E2114 Lecture 1 File PDF document
    • icon for activity MS-E2114 Lecture 2 File PDF document
    • icon for activity MS-E2114 Lecture 3 File PDF document
    • icon for activity MS-E2114 Lecture 4 File PDF document
    • icon for activity MS-E2114 Lecture 5 File PDF document
    • icon for activity MS-E2114 Lecture 6 File PDF document
    • icon for activity MS-E2117 Lecture 7 File PDF document
    • icon for activity MS-E2114 Lecture 8 File PDF document
    • icon for activity MS-E2114 Lecture 9 File PDF document
    • icon for activity MS-E2114 Lecture 10 File PDF document
    • icon for activity MS-E2114 Lecture 11 File PDF document
    • icon for activity MS.E2114 Lecture 12 File PDF document
    • icon for activity Collateralized Loan Obligations (Dr. Janne Gustafsson's guest lecture) File PDF document

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  • MS-E2114 - Investment science, 11.09.2017-20.12.2017
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  • Schools
    • School of Arts, Design, and Architecture (ARTS)
    • School of Business (BIZ)
    • School of Chemical Engineering (CHEM)
    • –sGuides for students (CHEM)
    • – Instructions for report writing (CHEM)
    • School of Electrical Engineering (ELEC)
    • School of Engineering (ENG)
    • School of Science (SCI)
    • Language Centre
    • Open University
    • Library
    • Aalto university pedagogical training program
    • UNI (exams)
    • Sandbox
  • CORONAVIRUS INFO
    • Koronavirus - tietoa opiskelijalle
    • Coronavirus - information for students
    • Coronavirus - information för studerande
    • Koronaviruksen vaikutus opiskeluun: kysymyksiä ja vastauksia
    • Effects of the coronavirus on studies: questions and answers
    • Coronaviruset och studierna: frågor och svar
    • Corona help for teachers
  • Service Links
    • MyCourses
    • - Instructions for Teachers
    • - Teacher book your online session with a specialist
    • - Digital tools for teaching
    • - Personal data protection instructions for teachers
    • - Instructions for Students
    • - Workspace for thesis supervision
    • WebOodi
    • Into portal for students
    • Courses.aalto.fi
    • Library Services
    • - Resourcesguides
    • - Imagoa / Open science and images
    • IT Services
    • Campus maps
    • - Search spaces and see opening hours
    • Restaurants in Otaniemi
    • ASU Aalto Student Union
    • Aalto Marketplace
  • ALLWELL?
    • Study Skills
    • Support for Studying
    • Starting Point of Wellbeing
    • About AllWell? study well-being questionnaire
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    •   ‎(sv)‎