Materials
Lectures will be held on Mondays at 10.15 - 12.00 in lecture hall AMER SPORTS, starting at 09.09.2019. The tentative course syllabus is below.
Lecture |
Date | Chapter(s) |
---|---|---|
1. Cash flow analysis | 09.09 | 1, 2 |
2. Fixed income securities | 16.09 | 3 |
3. Term structure of interest rates | 23.09 | 4 |
4. Applications of interest rate analysis | 30.09 | 5 |
5. Mean-variance portfolio theory | 07.10 | 6 |
6. Capital Asset Pricing Model | 14.10 | 7 |
7. Factor models, parameter estimation, and utility | 28.10 | 8, 9 |
8. Derivative securities: Forwards, futures, and swaps | 04.11 | 10 |
9. Basic options theory | 11.11 | 11, 12 |
10. Options pricing in binomial lattices | 18.11 | 12 |
11. Options pricing in continuous time | 25.11 | 11, 13 |
12. Interest rate derivatives | 02.12 | 14 |