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MS-E2114 - Investment science, 22.02.2016-01.04.2016

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Syllabus

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  • Lectures

    Lectures

    The lecture slides will be updated during the course. The tentative course syllabus is below.

    1.Cash flow analysis (23.2.) [Ch. 1+2]
    2.Fixed income securities (25.2.) [Ch. 3]
    3.Term structure of interest rates (1.3.) [Ch. 4]
    4.Applications of interest rate analysis (4.3.) [Ch. 5]
    5.Mean-variance portfolio theory (8.3.) [Ch. 6]
    6.Capital Asset Pricing Model (10.3.) [Ch. 7]
    7.Arbitrage Pricing Theory (15.3.) [Ch. 8+9]
    8.Derivative instruments (17.3.) [Ch. 10]
    9.Basic options theory (22.3.) [Ch. 11+12]
    10.Options pricing in binomial lattices (24.3.) [Ch. 12]
    11.Options pricing in continuous time (29.3.) [Ch. 13]
    12.Interest rate derivatives (31.3.) [Ch. 14]
    • icon for activity Course practicalities File PDF document
    • icon for activity Lecture 1 - Cash flow analysis File PDF document
    • icon for activity Lecture 2 - Fixed income securities File PDF document
    • icon for activity Lecture 3 - Term structure of interest rates File PDF document
    • icon for activity Lecture 4 - Applied interest rate analysis File PDF document
    • icon for activity Lecture 5 - Mean-Variance portfolio theory File PDF document
    • icon for activity Lecture 6 - Capital asset pricing model File PDF document
    • icon for activity Lecture 7 - Arbitrage pricing theory and pricing principles File PDF document
    • icon for activity Lecture 8 - Derivative securities: Forwards, futures and swaps File PDF document
    • icon for activity Lecture 9 - Basic options theory File PDF document
    • icon for activity Lecture 9 - Example File Excel 2007 spreadsheet
    • icon for activity Lecture 10 - Options pricing in binomial lattices File PDF document
    • icon for activity Lecture 10 - Examples File Excel 2007 spreadsheet
    • icon for activity Lecture 11 - Options pricing in continuos time File PDF document
    • icon for activity Lecture 12 - Interest rate derivatives File PDF document
    • icon for activity Lecture 12 - Examples File Excel 2007 spreadsheet

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  • MS-E2114 - Investment science, 22.02.2016-01.04.2016
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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)
    • School of Science (SCI)
    • Language Centre
    • Open University
    • Library
    • Aalto university pedagogical training program
    • UNI (exams)
    • Sandbox
  • CORONAVIRUS INFO
    • Koronavirus - tietoa opiskelijalle
    • Coronavirus - information for students
    • Coronavirus - information för studerande
    • Koronaviruksen vaikutus opiskeluun: kysymyksiä ja vastauksia
    • Effects of the coronavirus on studies: questions and answers
    • Coronaviruset och studierna: frågor och svar
    • Corona help for teachers
  • Service Links
    • MyCourses
    • - Instructions for Teachers
    • - Teacher book your online session with a specialist
    • - Digital tools for teaching
    • - Personal data protection instructions for teachers
    • - Instructions for Students
    • - Workspace for thesis supervision
    • WebOodi
    • Into portal for students
    • Courses.aalto.fi
    • Library Services
    • - Resourcesguides
    • - Imagoa / Open science and images
    • IT Services
    • Campus maps
    • - Search spaces and see opening hours
    • Restaurants in Otaniemi
    • ASU Aalto Student Union
    • Aalto Marketplace
  • ALLWELL?
    • Study Skills
    • Support for Studying
    • Starting Point of Wellbeing
    • About AllWell? study well-being questionnaire
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