1244 - VK I/IFApplied Asset Management
| Instructors: | Dr. Markus Hochradl |
| Type: | PI |
| Weekly hours: | 2 |
| Members (max.): | 21 |
| Registration period: | 02/04/10 to 02/25/10 |
- Class objective(s) (learning outcomes)
- The course introduces asset management techniques for stocks, bonds, and derivatives.
- Teaching and learning method(s)
- Lecture notes plus examples; both are available via Learn@WU.
- Criteria for successful completion
- Grading: MIDTERM (40%) + FINAL (40%) + EXERCISES (20%).
Each student is expected to actively participate in the course and to hand in the exercises!
- Availability of instructor(s) for contact by students
- mailto:markus.hochradl@wu.ac.at
Detailed schedule
| Day | Date | Time | Room |
|---|---|---|---|
| Monday | 03/01/10 | 01:00 PM - 05:00 PM | S4 (H46) |
| Wednesday | 03/03/10 | 01:00 PM - 05:00 PM | S4 (H46) |
| Saturday | 03/06/10 | 11:00 AM - 02:00 PM | S4 (H46) |
| Saturday | 03/13/10 | 01:00 PM - 02:00 PM | S1 (H46) |
| Monday | 03/15/10 | 01:00 PM - 05:00 PM | S4 (H46) |
| Wednesday | 03/17/10 | 01:00 PM - 05:00 PM | S4 (H46) |
| Saturday | 03/20/10 | 11:00 AM - 02:00 PM | S4 (H46) |
| Saturday | 03/27/10 | 01:00 PM - 02:00 PM | S1 (H46) |
Contents
Mean-variance portfolio theory
Capital Asset Pricing Model
Factor models
Arbitrage Pricing Theory
Performance measurement
Bonds
Forwards
Futures
Options
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