Lecture, three hours. Limited to Master of Financial Engineering program students. Essentials of asset pricing and portfolio choice, standard discounted cash flow approaches, and no-arbitrage framework for valuing financial securities. Basic paradigms of asset pricing, such as capital asset pricing model (CAPM), arbitrage pricing theory (APT), and Fama-French Three-Factor model. … For more content click the Read More button below.
Lecture, three hours. Limited to Master of Financial Engineering program students. Essentials of asset pricing and portfolio choice, standard discounted cash flow approaches, and no-arbitrage framework for valuing financial securities. Basic paradigms of asset pricing, such as capital asset pricing model (CAPM), arbitrage pricing theory (APT), and Fama-French Three-Factor model. Development and illustration of dynamic portfolio selection and optimization approaches. Letter grading.
