FN410 - Portfolio Management

This course is an advanced investments course. Much of the course is devoted to the concept of risk, methods for modeling risk, and advanced asset valuation models which incorporate risk. Theories and models of risk and valuation are used to analyze and construct investment portfolios for individuals and for financial institutions. Topics include the capital asset pricing model, factor models of risk, arbitrage pricing theory, bond duration and convexity, and option pricing models. Software proficiency in spreadsheet is required.
Prerequisites -- FN340 and QS312.
3 Credits