Fritz Koger：【20级社科院与美国杜兰大学金融管理硕士MFIN】Investment & Assets Pricing
Fritz Koger：【20级社科院与美国杜兰大学金融管理硕士MFIN】Investment & Assets Pricing
时间:2021.07.16
地点:网络授课
Fritz Koger
美国杜兰大学弗里曼商学院教授
【20级社科院与美国杜兰大学金融管理硕士MFIN】Investment & Assets Pricing
内容简介:
Course Overview
This course will focus on the fundamental principles of risk and return as they relate to asset pricing. Students will learn about financial decision-making from the perspective of an investor and/or a portfolio manager. We will start with a rigorous development of modern portfolio theory and how it leads to the development of both the Capital Asset Pricing Model and other multifactor pricing models. From there, we will study a variety of topics such as valuation and sensitivity analyses of derivative securies and fixed income securities.
The course will involve class lectures, extensive use of Excel, some in-class group work, and some out of-class group work. There will be a comprehensive final exam given at the end of the course. You will be allowed to refer to our class materials during the exam, but you must do your own work. As we will be covering an entire course in just a few days, it is important that the student prepares beforehand as well as possible. The student should read the relevant lecture notes prior to the start of class.
注：经教育部批准（中外合作办学项目批准书编号MOE11US1A20121203N教育部中外合作办学监管工作信息网项目信息http://www.crs.jsj.edu.cn/index.php/default/approval/detail/693），2012年起中国社会科学院研究生院与美国杜兰大学（Tulane University）合作举办“金融管理硕士”（Tulane-GSCASS Master of Finance，简称MFIN）项目，每期招生40人，学员在职学习，学制为18个月
