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Aims of the course

Security valuation and management of investment strategies are major themes present throughout the course. The course will give us an insight into the functioning of capital markets and security valuation analysis (equity, fixed income and derivatives). We will also try to develop a practical understanding of some of the most important financial instruments and markets. To achieve this we are going to start an MBA mutual fund where students will be responsible for designing and managing the fund.

Course syllabus

Session 1
• risk aversion,
• optimal risky portfolio,
• index models

Session 2

• efficient markets
• behavioral finance and technical analysis

• in the afternoon you need to present the
idea for your hedge fund

Session 3
• bond prices and yields,
• term structure of interest rates
• managing bond portfolios

Session 4

• macroeconomics and industry analysis
• shares
• financial statement Analysis

Session 5
• options market and
• futures
• swaps and risk management
• option Valuation

Session 6

• active portfolio management

Session 7

Presentation of the hedge
fund investment strategy

Course director(s)

  • Office Hours
  • Monday at 13:00 in RZ-105
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