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 |
- FileLecture 0 - Course practicalities FilePDF document
- FileLecture 1 - Cash flow analysis FilePDF document
- FileLecture 2 - Fixed income securities FilePDF document
- FileLecture 4 - Applied interest rate analysis FilePDF document
- FileLecture 5 - Mean-variance portfolio theory FilePDF document
- FileLecture 6 - Capital Asset Pricing Model FilePDF document
- FileLecture 9 - Basic options theory FilePDF document
- FileLecture 12 - Interest rate derivaties FilePDF document