Description: Organized around applying finance science and financial engineering in three related financial activities: retirement finance, lifecycle investing and asset management. Develops the necessary tools of derivative pricing and risk measurement, portfolio analysis and risk accounting, and performance measurement to analyze and implement concepts and new product ideas. It is expected that the student has familiarity with basic portfolio-selection theory, CAPM, options, futures, swaps and other derivative securities.
Course #: 15.467
Professor(s) who recently taught this course: