Jump to content

MCL363: Difference between revisions

From IITD Wiki
[checked revision][checked revision]
Creating course page via bot
 
Bot: wrap bare course codes in wikilinks
 
Line 4: Line 4:
| credits = 3
| credits = 3
| credit_structure = 3-0-0
| credit_structure = 3-0-0
| pre_requisites = MCL261 & MCL262
| pre_requisites = [[MCL261]] & [[MCL262]]
| overlaps =  
| overlaps =  
}}
}}

Latest revision as of 16:38, 14 April 2026

MCL363
Investment planning
Credits 3
Structure 3-0-0
Pre-requisites MCL261 & MCL262
Overlaps

MCL363 : Investment planning

Introduction to investment and rate of return, Markowitz theory and its applications to optimal portfolio management, Introduction to Bonds, Introduction to Derivatives and Options, Concept of Risk Neutral Pricing, Single period and multiple period binomial models for option pricing, Introduction to Black Scholes model and the formula.