This course introduces analytical concepts used to manage and analyze security portfolios. Topics covered include: Financial Markets, Investment Alternatives, Risk and Return, Portfolio Theory and Capital Asset Pricing, Capital Asset Pricing Theory and Arbitrate Pricing Theory, Efficient Market Hypothesis, Security Analysis and Valuation, Valuation of equity and Fixed-income securities, Fundamental Analysis, Technical Analysis, Investment Strategies, Derivatives, Options, Futures, Swaps, Black-Scholes model, Value at risk, Estimating volatility and correlations, Hedging and Portfolio Management.
- Course Instructor: KASU Admin