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Investment Sciences

Course Overview

This course provides an introduction to fundamental concepts in investment science. The first part covers basic analytical tools used in analyzing fixed income securities. Topics include interest rates and yield curve mathematics, duration and convexity. The second part covers risk and return tradeoff, portfolio diversification, and modern portfolio theory including the capital asset pricing model and arbitrage pricing theory.

Text Book and Slides

Here are the slides for different parts.

• Introduction
  

• Deterministic Cash Flow Streams
  

• Single-Period Random Cash Flows