Microeconomics and Financial Mathematics

Investments Analysis provides an in-depth discussion of fundamental principles related to
equity securities and bonds. The main objectives of this class include understanding a) how
security markets function b) how securities (mainly equity and bonds) are priced c) how to
form a portfolio and develop investment strategies.

Topics
Part I. Basics of Investment
Topic 1 Investments background BKM Chapter 1
Topic 2 Financial Securities BKM Chapter 2
Topic 3 Securities Markets BKM Chapter 3
Topic 4 Mutual Funds/Investment Corporations BKM Chapter 4

Part II. Portfolio Theory and Application
Topic 5 Risk and Return BKM Chapter 5
Topic 6 Efficient Diversification BKM Chapter 6
Topic 7 CAPM & APT BKM Chapter 7
Topic 8 Efficient Markets & Behavioral Finance BKM Chapter 8/9
Part III. Security Valuation
Topic 9 Equity Valuation BKM Chapter 13
Topic 10 Bond Prices and Yields BKM Chapter 14
Topic 11 Performance Evaluation & Portfolio Management BKM Chapter 18

• 1.  (A) Bodie, Kane and Marcus Essentials of Investments McGrawHill/Irwin, USA, 2013 » Pagine/Capitoli: Capitoli 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 13, 18.

• Mainly theoretical lectures but also practical exercises and case studies

• Final Grade Breakdown:
  Final Exam 70%
  Homeworks 20%
  Final project 10%
  
  Students that do not attend class will be evaluated based only on the final written exam.

English

English