Investment Mathematics (P00233)

? Credit Points : 10 ? SCQF Level : 11 ? Acronym : MSE-P-InvMaths

The course provides the concepts and tools of investment mathematics to help Masters graduates cope in the increasingly sophisticated financial markets. Discussion of academic theory is combined with an emphasis on practical application. The course covers the following topics from a mathematical viewpoint: compound interest; fixed-income securities; equities; real estate; real returns and index-linked bonds; foreign currency investments; portfolio theory and asset pricing; market indices; portfolio performance measurement and attribution; stochastic investment models.

Entry Requirements

? Pre-requisites : PGs only

Subject Areas

Home subject area

Common Courses (Management School and Economics), (Management School and Economics, Schedule H)

Delivery Information

? Normal year taken : Postgraduate

? Delivery Period : Semester 1 (Blocks 1-2)

? Contact Teaching Time : 2 hour(s) per week for 10 weeks

First Class Information

Date	Start	End	Room	Area	Additional Information
18/09/2007	14:00	16:00

All of the following classes

Type	Day	Start	End	Area
Lecture	Wednesday	14:00	15:50	Central

Summary of Intended Learning Outcomes

Students will become aware of the fundamental mathematical techniques employed in financial markets, and will learn of the limitations of these techniques. They will be able to value basic financial assets and will have an understanding of the mathematics underlying portfolio theory, portfolio performance measurement and stochastic investment models.