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MSF 504 - Valuation and Portfolio Management

Course Description: 

The course is a survey of asset pricing theory. The fundamentals of bond and option pricing are covered as well as the CAPM, APT, and the Fama-French models. Excel spreadsheet modeling is used to illustrate and understand the concepts of Markowitz's Mean Variance Optimization, equity valuation, option pricing, and utility theory. The course places a special emphasis on the relationship between macroeconomic conditions and investment opportunities.




[(MSF 501, MSF 502, and MSF 503)]