Economics 70.7 - Investment Science

Institution:

CUNY Brooklyn College

Subject:

Description:

4 hours; 4 credits Net present value, internal rate of return; yield, duration, immunization, and convexity of fixed-income securities; meanvariance portfolio theory, Markowitz model, CAPM, factor models, arbitrage pricing theory; models of asset dynamics, Ito's lemma, options theory, Black-Scholes equation, interestrate derivatives. (This course is the same as Business 70.7 and Mathematics 74.2.) Prerequisite: Economics 30.2 or Business 30.2 or Mathematics 8.1 or Mathematics 51.1; Economics 31.1 with a grade of Bor better; Economics 70.2 or Business 70.2.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.brooklyn.cuny.edu

Phone Number:

(718) 951-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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