Παρουσίαση/Προβολή

(M11015F) -  ELIAS TZAVALIS

Περιγραφή Μαθήματος

This course covers basic principles and methods of financial analysis and asset portfolio management. In particular, it is interested in optimal investment decision making under uncertainty and optimal portfolio allocation of stocks, or other assets, and it presents asset pricing, or risk, models like the CAPM and ΑΡΤ, as well as dynamic asset pricing models like Mertons allowing for other than the market sources of risk. This covers the case of domestic and international assets. For the latter, the effects of currency risk on optimal portfolio allocation are also analyzed, rigorously. The second part of the course presents basic tools of pricing bonds and basic economic theories of the term structure of interest rates or yields to maturity. This section also presents term structure models of long-term interest rates and their embodied risk. It also presents evaluation techniques of bond or stock market portfolios. Finally, the course presents some methods of derivative pricing and hedging.

Ημερομηνία δημιουργίας

Πέμπτη, 17 Μαρτίου 2016