Financial investments analysis
AIms of the course
- Winning advanced knowledge of
investment process, financial instruments, investment strategiesand markets. - Adopting pricing methods for individual financial instruments and portfolios.
- The theory and methods of construction of the optimal portfolio, formulation and implementation of investment strategies.
- Acquire knowledge of MS Excel tools for comprehensive financial analysis
COURSE TOPICS
- Time value of money
- Project appraisal methods
- Bonds’ pricing
- Stocks’ pricing
- Stock exchange data analysis
- Risk and return calculation
- Beta and SML
- Portfolio risk and return
- Efficient frontier
- Portfolio analysis
- Portfolio
optimisation
gained skillS
- After completing the course the student should be familiar with the modern tools in financial analysis, financial instruments pricing methods and portfolio construction.
- The student would have an understanding of passive and active investment and should be able to competently analyze and interpret the causes of changes in their prices.
- The course is useful for all economists whose orientation is quantitative financial analysis, investment analysis and portfolio management (in accordance
to the CFA standards).