Winter 2003/04
T TH 1:15 - 2:30 pm
200-34

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Advanced topics and research in the theory and application of investment concepts. Topics: futures contracts, continuous and discrete time models of stock price behavior, basic options theory, advanced options techniques, models and applications of stochastic interest rate processes, hedging problems, evaluation of risky projects, and optimal portfolio growth. Computational issues and general theory. Teams work on independent projects that apply the principles. 

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Announcements:

• Final exam will be given in rooms 200-30 and 200-34 on Thursday March 18 from 3:30-6:30

• If you are interested in the Investments project class, MSE 444, then you should begin forming project teams now and looking for projects from someone in industry.  In the past teams that were proactive and formed early had little trouble finding a good project.
• The course will explain the modern way to value projects and other cash flows beyond what was covered in 342, and will emphasize practical application. 
• For more info you can take a look at the old website for the course, which is out of date, but mostly relevant.  Of particular interest are the past project descriptions.

We will post announcements via the course email list.  You will be automatically placed on the email list once you have registered for the course (you cannot self-subscribe).