15.467 Asset Management, Lifecycle Investing, and Retirement Finance
Organized around applying finance science and financial engineering in three related financial-service activities: asset management, lifecycle investing, and retirement finance. Develops the necessary tools of derivative pricing and risk measurement, portfolio analysis and risk accounting, and performance measurement to analyze and implement concepts and new product ideas. Students should be familiar with basic portfolio-selection theory, CAPM, options, futures, swaps and other derivative securities. Preference to MBA and MFin students.
This class has 15.433 as a prerequisite.
15.467 will not be offered this semester. It will be available in the Spring semester, and will be instructed by R. Merton.
Lecture occurs 1:00 PM to 2:30 PM on Mondays and Wednesdays in E62-276.
This class counts for a total of 9 credits.
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