MS-E2114 - Investment Science D, Lecture, 5.9.2022-15.12.2022
This course space end date is set to 15.12.2022 Search Courses: MS-E2114
Topic outline
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The course syllabus is below:
Lecture Date Chapter(s) 1. Cash flow analysis 05.09 1, 2 2. Fixed income securities 12.09 3 3. Term structure of interest rates 19.09 4 4. Applications of interest rate analysis 26.09 5 5. Mean-variance portfolio theory 03.10 6 6. Capital Asset Pricing Model 10.10 7 7. Factor models, parameter estimation, and utility 24.10. 8, 9 8. Derivative securities: Forwards, futures, and swaps 31.10 10 9. Basic options theory 07.11 11, 12 10. Options pricing in binomial lattices 14.11 12 11. Options pricing in continuous time 21.11 11, 13 12. Interest rate derivatives 28.12. 14