Fall 2024 Mathematics GR5280 section 001

CAPITAL MARKETS & INVESTMENTS

CAPITAL MARKETS & INVESTM

Call Number 11888
Day & Time
Location
S 7:00pm-9:20pm
312 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Alexei Chekhlov
Type LECTURE
Method of Instruction In-Person
Course Description Risk/return tradeoff, diversification and their role in the modern portfolio theory, their consequences for asset allocation, portfilio optimization. Capitol Asset Pricing Model, Modern Portfolio Theory, Factor Models, Equities Valuation, definition and treatment of futures, options and fixed income securities will be covered.
Web Site Vergil
Department Mathematics
Enrollment 113 students (116 max) as of 4:06PM Sunday, December 8, 2024
Subject Mathematics
Number GR5280
Section 001
Division Graduate School of Arts and Sciences
Note Priority to MAFN Students. Open to Stats 9/9 and Univ. 9/11
Section key 20243MATH5280G001