2018-19 Summer - MATH4983P - Independent Study: Mathematical Finance

Course

Description

This course is directed to those students who would like to acquire an introduction to the fundamental principles of financial mathematics. Topics include bond portfolio management and immunization, horizon rate of return, mean-variance mathematics, Markowitz portfolio theory, capital asset pricing models, investment performance analysis, utility optimization in investment decisions. Students should seek instructor's approval to take this course.
Course period1/07/1931/08/19
Course levelUG
Course formatLecture