Mathematics for Investment and Portfolio Theory
MET AT 761
Prerequisites: MET MA 581 or CAS MA581 and AT 521 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.
SPRG 2025 Schedule
Section | Instructor | Location | Schedule | Notes |
---|---|---|---|---|
A1 | Smith | CGS 527 | W 6:00 pm-8:45 pm |
Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.