Syllabus
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Course Code: M-BECOE -036 Course Name: Group - II Financial Economics) - Investment and Portfolio Analysis |
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| MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
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| 1 | Investment Analysis The investment environment; Asset Classes and Financial Instruments; Risk- Return Analysis; Risk Aversion and Capital Allocation to Risky Assets; Bond Prices and Yields; Term Structure of interest Rates, Managing Bond Portfolio. Reading List • Bodie, Z., Kane, A. & Marcus, A.J. (2017). Investments. McGraw Hill Education. • Reilly, F.K. & Brown, K.C. (2012). Investment Analysis and portfolio management. South-Western Cengage Learning. |
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| 2 | Portfolio Optimization Equity valuation Models; Portfolio Analysis; Markowitz Model, Sharpe Index Model, Capital asset pricing Model, Arbitrage Pricing Theory. Reading List • Bodie, Z., Kane, A. & Marcus, A.J. (2017). Investments. McGraw Hill Education. • Grinold, R.C. & Kahn, R.N. (1999). Active portfolio Management. McGraw Hill. • Reilly, F.K. & Brown, K.C. (2012). Investment Analysis and portfolio management. South-Western Cengage Learning. |
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| 3 | Security Analysis and Theory of Options Fundamental and Technical Security Analysis; Efficient market Theory; Introduction to Option markets; Option Valuation- Binomial Option pricing, Black – Scholes Option Pricing Model. Reading List • Hull, J. (1993). Options, Futures and Other Derivative Securities. Prentice Hall. • Kolb, Robert (1996). Financial Derivatives. Wiley. • Reilly, F.K. & Brown, K.C. (2012). Investment Analysis and portfolio management. South-Western Cengage Learning. |
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| 4 | Options Hedging, Future Markets and Mutual Funds Options Hedging strategies – Delta, Gamma, Theta, Vega and Rho; Futures Markets Trading and valuation; Portfolio performance Evaluation; Economics of Mutual Funds - Sharpe, Treynor and Jensen Performance Index. Reading List • Reilly, F.K. & Brown, K.C. (2012). Investment Analysis and portfolio management. South-Western Cengage Learning. |
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