Course Page

Financial Products and Markets

Course Number:

46974


Faculty

Richard Bryant, rlbryant@andrew.cmu.edu


Program

MSCF


Concentrations

MSCF


Course Description

This course reviews four asset classes from the perspective of a quantitative finance practitioner: equities, rates, credit and foreign exchange. Individuals from industry will teach six of the seven lectures providing a valuable “first-hand” overview of these markets and the desks they supervise. Two lectures will focus on gaining a basic understanding of financial statement analysis and accounting for derivative instruments. Required Text: "The Complete Guide to Capital Markets for Quantitative Professionals" by Alex Kuznetsov, McGraw-Hill, 2007, ISBN 0-07-146829-3; Recommended Text: "Financial Intelligence" by Karen Berman, 2006, ISBN 1-59139-764-2. 

Format

Lecture: 100min/wk and Recitation: 50min/wk


Pre-requisites

(46973) AND (46956)