University of California, Los Angeles 4 credits Management-Master of Financial Engineering
Lecture, three hours. Limited to Master of Financial Engineering program students. Essentials of asset pricing and portfolio choice, standard discounted cash flow approaches, and no-arbitrage framework for valuing financial securities. Basic paradigms of asset pricing, such as capital asset pricing model (CAPM), arbitrage pricing theory (APT), and Fama-French Three-Factor model. Development and illustration of dynamic portfolio selection and optimization approaches. Letter grading.
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