Investment Instruments: Theory and Computation

The module aims to present the student with the basic paradigms of modern financial investment theory, to provide a foundation for analyzing risks in financial markets and study the pricing of financial securities. Topics will include the calculation of risk and return, market efficiency, asset pricing (CAPM), factor models, models of asset dynamics, futures and forward contracts, swaps and mean-variance portfolio theory. This module targets all students who have an interest in computational finance.

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