Mathematics for Investment and Portfolio Theory

Prerequisites: MET MA 581 or CAS MA581 and AT 521. How do the world’s best financial managers maximize returns without risking it all? They rely on modern portfolio theory. You’ll dissect the risk and return characteristics of primary financial products and master the mathematical principles behind term structures and yield curves. Explore powerful tools like the Markowitz Portfolio Selection Model and the CAPM. By diving into derivative securities and immunization techniques, you’ll develop the sophisticated expertise required for elite interest rate risk management.