Level: II
Semester: 2
Number of Credits: 3
Prerequisites: MATH 2275 and either (MATH 2212 or MGMT 3048)


Course Description

This course covers topics in modern corporate portfolio theory. Topics include cost of capital, economic capital, sources of capital, bond pricing, derivatives pricing, interest rate models, and efficient markets. The course builds on the material in Financial Mathematics II, introducing further tools and techniques of asset/liability management, general product design, as well as issues of pricing, valuation and asset management and investments in financial security programmes.



Coursework                 50%
Final Examination      50%
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