Introduction to Finance and Investment
Download as PDF
Course Description
Introduction to modern quantitative finance and investments. The course focuses on the basic principles underlying financial decision making which are applicable to all forms of investment: stocks, bonds, real estate, corporate finance, etc., and how they are applied in practice. Topics: interest rates; evaluating investments: present value and internal rate of return; fixed-income markets: bonds, yield, duration, portfolio immunization; term structure of interest rates; measuring risk: volatility, value at risk, conditional value at risk; designing optimal security portfolios; the capital asset pricing model, arbitrage pricing theory. Group projects involving financial market data. No prior knowledge of finance required. Prerequisite: basic preparation in probability, statistics, and optimization.
Grading Basis
ROP - Letter or Credit/No Credit
Min
4
Max
4
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Programs
MS&E145
is a
completion requirement
for: