![]() Introduction, Matrix Algebra, Excel, MATLAB Hardware requirements: Access to Pentium based or equivalent PC Access to MATLAB or similar program is desirable but not necessary. Software requirements: Recent versions of Microsoft Excel. Grading: Exercises 25%, Midterm 35%, Final 40%. Exercises can be done in teams of up to four students. Exercises are due one week after they are assigned. Prentice-Hall, Englewood Cliffs, N.J.Īssignments: There will be assigned readings to be done before class, and exercises to be submitted before class when indicated. ![]() Bailey, Investments, Fifth Edition, 1995. Reference text: Mark Kritzman, The Portable Financial Analyst - What Practitioners Need to Know, 1995. Princeton University Press, Princeton, N. Reference text: Duffie, Darrell, Dynamic Asset Pricing Theory, Second Edition, 1996. Against the Gods: The Remarkable Story of Risk, 1998. Gruber, Modern Portfolio Theory and Investment Analysis, Fifth Edition, 1995. Office Hours: Monday and Wednesday 1:30-2:30 PMĮmail address: text: Edwin J. Prerequisites:Ĝalculus, linear algebra, probability and statistics.ĭescription: Mean-variance portfolio theory, dynamic asset pricing theory. 4706-98 IEOR 4706 Financial Engineering I Fall 1999
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |