Mathematics for Investment and Portfolio Theory
MET AT 761
This course covers the risk and return characteristics of primary financial products, fundamental principles of modern portfolio theory, term structures and yield curves, Markowitz Portfolio Selection Model, CAPM and its applications to portfolio management, derivative securities, duration, immunization, and interest rate risk management.
FALL 2014 Schedule
|B1||Urciuoli||SHA 202||T 6:00 pm-9:00 pm||Prereqs:
MA581 & AT721