Investments
MGT 431
Course Description:
Investments: studies solutions to fundamental problems faced by individual and institutional investors. First, we cover a number of topics in fixed income markets including: the different ways of computing bond yields, forecasts of interest rates using the yield curve, and duration and convexity as measures of bond risk. Second, we solve the asset allocation problem to determine an optimal portfolio mix. We review the relevant theory, use an advanced spreadsheet to find an answer, and discuss issues faced by portfolio managers. Third, we use two methods to value options, the Black-Scholes formula and the binomial tree, and show how investors can use options to customize their risk-reward profile. Prerequisite: MGT 331. 2 credits. Professor Nick Bollen.
2 Credit(s)
Prerequisite(s):
Faculty:
- Clifford Ball (View Profile)
Subject Area(s):
- Finance
Program(s):
- MBA
Please Note: Not all courses are scheduled each semester. Complete class schedules are available upon enrollment.
