IE5441

IE 5441 - Financial Decision Making (4 Cr.)

Industrial and Systems Engineering (11138) TIOT - College of Science and Engineering

IE 5441 - Financial Decision Making (4 Cr.)

Course description

Cash flow streams, interest rates, fixed income securities. Evaluating investment alternatives, capital budgeting, dynamic cash flow process. Mean-variance portfolio selection, Capital Asset Pricing Model, utility maximization, risk aversion. Derivative securities, asset dynamics, basic option pricing theory.

prereq: CSE upper div or grad student

Minimum credits

4

Maximum credits

4

Is this course repeatable?

No

Grading basis

A-F - A-F Grade Basis

Lecture

Requirements

001186

Typically offered term(s)

Periodic Fall & Spring