IE 1044 - INVESTMENT SCIENCE

Minimum Credits: 3
Maximum Credits: 3
This course is an introduction to basic concepts of modern quantitative finance and investment. Group projects involving financial market data. Topics: basic interest rate; evaluating investments: scenario-based analysis and Monte Carlo simulation; fixed-income markets: bonds, yield, duration, and portfolio immunization; measuring risk: volatility and value at risk; the concept of investment diversification in the presence of uncertainty; designing optimal security portfolios; the capital asset pricing model, practical implementation of the concepts, including comparison of loan (e.g., house and auto) terms, credit card financial terms; derivative market and option pricing. No prior knowledge of finance required.
Academic Career: Undergraduate
Course Component: Lecture
Grade Component: Letter Grade
Course Requirements: PREQ: IE 1070 or ENGR 0020; PLAN: Industrial Engineering (BSE or BEH)

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