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MS-E2114 - Investment science, 09.09.2019-18.12.2019

This course space end date is set to 18.12.2019 Search Courses: MS-E2114

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Syllabus
 

Materials

  • Materials

    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

    • icon for activity
      FileLecture 0 - Course practicalities File
      PDF document
    • icon for activity
      FileLecture 1 - Cash flow analysis File
      PDF document
    • icon for activity
      FileLecture 2 - Fixed income securities File
      PDF document
    • icon for activity
      FileLecture 3 - Term structure of interest rates File
      PDF document
    • icon for activity
      FileLecture 4 - Applied interest rate analysis File
      PDF document
    • icon for activity
      FileLecture 5 - Mean-variance portfolio theory File
      PDF document
    • icon for activity
      FileLecture 6 - Capital Asset Pricing Model File
      PDF document
    • icon for activity
      FileLecture 7 - Factor models, parameter estimation, and utility File
      PDF document
    • icon for activity
      FileLecture 8 - Derivative securities: Forwards, futures, and swaps File
      PDF document
    • icon for activity
      FileLecture 9 - Basic options theory File
      PDF document
    • icon for activity
      FileLecture 10 - Options pricing in binomial lattices File
      PDF document
    • icon for activity
      FileLecture 11 - Options pricing in continuous time File
      PDF document
    • icon for activity
      FileLecture 12 - Interest rate derivaties File
      PDF document

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  • MS-E2114 - Investment science, 09.09.2019-18.12.2019
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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)
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