Course Page

Investment Analysis

Course Number:

70492


Faculty

Anisha Ghosh, anishagh@andrew.cmu.edu


Program

Undergraduate Business


Concentrations

Finance


Course Description

Students build a strong foundation in Modern Portfolio Theory as well as equilibrium and no arbitrage approaches to asset pricing.  Common stocks and fixed income securities (including mortgage-backed securities) are the principal markets of interest, with tangential coverage of forward, option, and currency markets.  Empirical projects entail applications of trading strategies, portfolio management, and the characteristics of financial market data.

Format

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


Pre-requisites

None