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

Clarity
N/A
Organization
N/A
Time
N/A
Overall
N/A

Enrollment Progress

Enrollment data not available.

Course

Instructor
Yisub Kye
Previously taught
22Su

Previous Grades

Grade distributions not available.