- Degree Master
- Code: IFI722
- Credit hrs: 3
- Prequisites: -
Investing is a process that involves anticipating future outcomes based on information and knowledge that exist today. By analyzing past performance and other relevant information pertaining to an investment opportunity, you can make calculated predictions of how that opportunity will perform in the future. This course shows you how this process works and how you can apply rational techniques to assess risk and make good investment decisions. The points of view of both individual and institutional investors are considered. New trends in investments such as e-trade and on line investments would also be presented.
Master of Science (MSc)
Lectures are not based strictly on text material. Many subject areas covered in the text will be supplemented with additional material or presented in an alternative manner in class. For this reason, exams will be based on both class lectures and text material
| content serial | Description |
|---|---|
| 1 | • The nature of Investment Management - The different types of mutual funds and other investment companies - Risk tolerance - The characterization of return distributions |
| 2 | • Fixed income securities and portfolio immunization - Structure of interest rates - Yield to maturity (YTM) and forward rates - Management portfolio risk options - Rate of return on investing in options - Put-call parity relationship |
| 3 | • Financial markets and Instruments - Financial markets operation - Money and bonds market instruments - Equity and derivatives markets instruments; - Exchange trading and over-the-counter trading - Margin trading, short sales and contingent orders. • International Diversification - Time-weighted and dollar-weighted average returns - Risk-return tradeoffs of international investing - Impact of international diversification |
| 4 | • Risk and performance management - Diversifying portfolio risk diversification - Risk adjusted performance measures - Performance measurement with changing portfolios. • Risk-Return and Capital Allocation - The historical risk-return relationship in financial markets - Arithmetic and geometric mean - Skewness, kurtosis and normal distribution - Risk aversion |
| 5 | • Options and Futures Valuation - Black-Scholes formula - Put-call parity relationship - Futures trade in the market - Arbitrage opportunity |
| 6 | |
| 7 | |
| 8 | |
| 9 | |
| 10 | |
| 11 | |
| 12 | |
| 13 | |
| 14 | |
| 15 | |
| 16 | |
| 1 | • The nature of Investment Management - The different types of mutual funds and other investment companies - Risk tolerance - The characterization of return distributions |
| 2 | • Fixed income securities and portfolio immunization - Structure of interest rates - Yield to maturity (YTM) and forward rates - Management portfolio risk options - Rate of return on investing in options - Put-call parity relationship |
| 3 | • Financial markets and Instruments - Financial markets operation - Money and bonds market instruments - Equity and derivatives markets instruments; - Exchange trading and over-the-counter trading - Margin trading, short sales and contingent orders. • International Diversification - Time-weighted and dollar-weighted average returns - Risk-return tradeoffs of international investing - Impact of international diversification |
| 4 | • Risk and performance management - Diversifying portfolio risk diversification - Risk adjusted performance measures - Performance measurement with changing portfolios. • Risk-Return and Capital Allocation - The historical risk-return relationship in financial markets - Arithmetic and geometric mean - Skewness, kurtosis and normal distribution - Risk aversion |
| 5 | • Options and Futures Valuation - Black-Scholes formula - Put-call parity relationship - Futures trade in the market - Arbitrage opportunity |
| 6 | |
| 7 | |
| 8 | |
| 9 | |
| 10 | |
| 11 | |
| 12 | |
| 13 | |
| 14 | |
| 15 | |
| 16 | |
Start your application