在线申请

Fritz Koger:【19级MFIN】Investment & Pricing Asset

时间:2020-6-24
地点:网络授课
Fritz Koger
美国杜兰大学弗里曼商学院教授

【19级MFIN】Investment & Pricing Asset

内容简介:

Course Overview This course will focus on the fundamental principles of risk and return as they relate to asset pricing.  Students will learn about financial decision-making from the perspective of an investor and/or a portfolio  manager. We will start with a rigorous development of modern portfolio theory and how it leads to the  development of both the Capital Asset Pricing Model and other multifactor pricing models. From there,  we will study a variety of topics such as valuation and sensitivity analyses of derivative securies and  fixed-income securities.  The course will involve class lectures, extensive use of Excel, some in-class group work, and some outof-class group work. There will be a comprehensive final exam given at the end of the course. You will  be allowed to refer to our class materials during the exam, but you must do your own work. As we will  be covering an entire course in just a few days, it is important that the student prepares beforehand as well  as possible. The student should read the relevant lecture notes prior to the start of class.