Postgraduate Course: Investment Mathematics (CMSE11007)
Course Outline
| School |
Business School |
College |
College of Humanities and Social Science |
| Course type |
Standard |
Availability |
Available to all students |
| Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
10 |
| Home subject area |
Common Courses (Management School) |
Other subject area |
None |
| Course website |
None |
|
|
| Course description |
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 |
|
Co-requisites |
|
| Prohibited Combinations |
|
Other requirements |
None
|
| Additional Costs |
None |
Course Delivery Information
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. |
Assessment Information
| Students will be assessed by a two hour examination at the end of the course (70%) and by a mid term multiple choice exam during the semester (30%). |
| Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
| Not entered |
Contacts
| Course organiser |
Dr Andrew Adams
Tel: (0131 6)50 3807
Email: A.Adams@ed.ac.uk |
Course secretary |
Ms Natalie Honeyman
Tel: (0131 6)51 1458
Email: Natalie.Honeyman@ed.ac.uk |
|
copyright 2010 The University of Edinburgh -
1 September 2010 5:44 am
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