The lectures are held by Dr. Denitsa Stefanova on Tuesdays (11-12:45) and Wednesdays (15:30-17:15). I will be giving a set of 6 tutorials on Thursdays and assess the casework.
The contact email for this course is investments34.2012@gmail.com. Please use this e-mail address.
Office Hours: Mondays, 16:00-17:00 @ 1A-41
Tutorials Schedule (as of 17th of January):
All tutorials start at 9:00 AM and end at 10:45 AM. The topics by session are as follows:
Thursday, February 7th, 2013 - Excel Tutorial (HG-10A00) - Risk and return, VaR, Portfolio Optimization and OLS.
Thursday, February 14th, 2013 - Cases 1 & 2 Tutorial (HG-10A00) - on portfolio optimization, CAPM and factor models
Thursday, February 21st, 2013 - Old Exams Tutorial 1 (HG-10A00) - sections on portfolio optimization, CAPM and factor models.
Thursday, February 28th, 2013 - Excel Tutorial (HG-10A00) - Fixed Income and Option Pricing
Thursday, March 7th, 2013 - Cases 3 & 4 Tutorial (HG-10A00) - Fixed Income and Option Pricing
Thursday, March 14th, 2013 - Old Exams Tutorial 2 (HG-10A00) - sections on fixed income and option pricing
Cases
There are 4 cases for this course (Portfolio Optimization, Factor Models, Fixed Income and Options), to be due on two dates: first two assignments in the week 18-22 February and the last two in the week 18-22 March (after the course ends) . Exact dates TBC.
Grading Scheme and Requirements : TBC
Extra Materials
TA Session 1 Excel File
Case 1 Guidlines
Case 2 Guidlines
The contact email for this course is investments34.2012@gmail.com. Please use this e-mail address.
Office Hours: Mondays, 16:00-17:00 @ 1A-41
Tutorials Schedule (as of 17th of January):
All tutorials start at 9:00 AM and end at 10:45 AM. The topics by session are as follows:
Thursday, February 7th, 2013 - Excel Tutorial (HG-10A00) - Risk and return, VaR, Portfolio Optimization and OLS.
Thursday, February 14th, 2013 - Cases 1 & 2 Tutorial (HG-10A00) - on portfolio optimization, CAPM and factor models
Thursday, February 21st, 2013 - Old Exams Tutorial 1 (HG-10A00) - sections on portfolio optimization, CAPM and factor models.
Thursday, February 28th, 2013 - Excel Tutorial (HG-10A00) - Fixed Income and Option Pricing
Thursday, March 7th, 2013 - Cases 3 & 4 Tutorial (HG-10A00) - Fixed Income and Option Pricing
Thursday, March 14th, 2013 - Old Exams Tutorial 2 (HG-10A00) - sections on fixed income and option pricing
Cases
There are 4 cases for this course (Portfolio Optimization, Factor Models, Fixed Income and Options), to be due on two dates: first two assignments in the week 18-22 February and the last two in the week 18-22 March (after the course ends) . Exact dates TBC.
Grading Scheme and Requirements : TBC
Extra Materials
TA Session 1 Excel File
Case 1 Guidlines
Case 2 Guidlines