Advanced Topic in Financial Mathematics

Lecture, three hours; discussion, one hour. Requisite: course 174E. Continuation of course 174E. In-depth study of risk measures and instruments of risk management in investment portfolios and corporate financial structure. Exotic and real options, value at risk, mean-variance analysis, portfolio optimization, risk analysis, capital asset pricing model, market efficiency, and Modigliani-Miller theory. P/NP or letter grading.

Review Summary

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Enrollment Progress

Jul 13, 4 PM PDT
LEC 1: 28/43 seats taken (Open)
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Section List

  • LEC 1

    Open (6 seats)

    MWF 3pm-3:50pm

    Geology Building 4645

Course

Instructor
Kovacova, G.
Previously taught
24F 24S

Previous Grades

Grade distributions not available.