Syllabus
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Course Code: MC 405 Course Name: Optional Group II (Finance & Taxation) - Portfolio Management |
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| MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
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| 1 | Capital Market Theory: CAPM, how CAPM is useful for understanding overpriced / underpriced securities, Arbitrage Pricing Theory, Markowitz Theory, Optimum portfolio construction. Portfolio revision, Portfolio Performance Evaluation: Sharpe’s Treynor& Jensen Models, Fama decomposition of portfolio performance: Stock options & futures, trading strategies for options, Binomial Option Pricing Model & Black Scholes Option Pricing Model. |
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