Courses

F520

Asset Valuation and Strategy

  • 7-weeks
  • 1.5 credits
  • Prerequisite: MBA Core

This course will provide finance majors and minors with the basics for analyzing the demand for and pricing of financial securities. The essentials of a traditional investments course will be framed in a portfolio context. Special emphasis will be given to debt and derivative securities. Extensions and applications of this material will be pursued in the advanced finance modules.

  • Risk and risk aversion
  • Portfolio theory and diversification
  • Asset pricing models, theory, and empirical tests
  • Fixed income analysis, term structure, and interest rate risk
  • Introduction to derivative securities: options and futures  

Course grade will be based on some average of exam(s), written assignments, and problem sets.