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

Section Instructor Location Schedule Notes
B1 Urciuoli SHA 202 T 6:00 pm-9:00 pm Prereqs:
MA581 & AT721

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.