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]
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]
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