Theory of Investment Portfolios and Derivative Securities

Course Description

Asset returns and their volatilities. Markowitz portfolio theory, capital asset pricing model, multifactor pricing models. Measures of market risk. Financial derivatives and hedging. Black-Scholes pricing of European options. Valuation of American options. Implied volatility and the Greeks. 

Course Details

  • Grading Basis: Letter Grade or Credit/No Credit
  • Intensive Studies: This course is offered as part of the International Management Intensive. See the Intensive Studies page for more information on how to receive an official Document of Completion.

Prerequisites

STATS 116 or equivalent

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